-20.3%
BROS vs SIMO
+94.5%
-114.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +1.0% |
| 7D | +2.5% | -16.9% | +19.3% | +2.6% |
| 30D | +15.1% | -35.4% | +50.4% | +15.3% |
| 3M | -31.4% | -31.9% | +0.5% | -31.3% |
| 6M | -22.6% | -19.3% | -3.3% | -24.0% |
| YTD | -28.1% | +98.5% | -126.6% | -38.9% |
| 1Y | -20.3% | +100.5% | -120.8% | -32.5% |
| All | -20.3% | +94.5% | -114.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling