-39.2%
BROS vs SIMO
+96.7%
-136.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.2% |
| 7D | -20.4% | +0.9% | -21.3% | -20.4% |
| 30D | -6.1% | -25.4% | +19.3% | -6.0% |
| 3M | -29.4% | -17.8% | -11.6% | -29.4% |
| 6M | -31.5% | -29.6% | -2.0% | -32.1% |
| YTD | -42.8% | +100.3% | -143.1% | -51.2% |
| All | -39.2% | +96.7% | -136.0% | -48.5% |
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