-8.1%
BROS vs SIMO
+165.7%
-173.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.3% |
| 7D | -2.5% | +14.9% | -17.4% | -5.0% |
| 30D | -11.2% | -27.0% | +15.7% | -6.8% |
| 3M | -33.9% | -25.4% | -8.5% | -31.7% |
| 6M | -33.5% | -30.3% | -3.2% | -33.1% |
| YTD | -44.9% | +95.8% | -140.7% | -60.8% |
| 1Y | -41.5% | +100.0% | -141.5% | -58.8% |
| 3Y | +22.4% | +238.3% | -215.8% | -31.2% |
| 5Y | -45.7% | +187.6% | -233.2% | -68.4% |
| All | -8.1% | +165.7% | -173.8% | -42.7% |
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