-1.8%
BROS vs SIMO
+154.6%
-156.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +5.6% |
| 7D | -17.9% | -8.2% | -9.7% | -16.4% |
| 30D | -5.4% | -34.6% | +29.3% | +1.5% |
| 3M | -32.1% | -32.6% | +0.6% | -28.5% |
| 6M | -31.7% | -31.8% | +0.1% | -31.1% |
| YTD | -41.2% | +87.6% | -128.8% | -57.8% |
| 1Y | -32.6% | +86.7% | -119.3% | -51.7% |
| 3Y | +32.7% | +227.4% | -194.8% | -25.1% |
| 5Y | -44.2% | +173.0% | -217.2% | -67.2% |
| All | -1.8% | +154.6% | -156.5% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling