-28.6%
BROS vs SIMO
+235.9%
-264.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -1.7% |
| 7D | -0.9% | +14.6% | -15.5% | -1.3% |
| 30D | -13.5% | +6.2% | -19.7% | -13.7% |
| 3M | -18.4% | +3.6% | -22.0% | -19.3% |
| 6M | -10.6% | +130.8% | -141.4% | -20.5% |
| YTD | -25.1% | +195.8% | -220.8% | -38.3% |
| 1Y | -28.6% | +225.0% | -253.7% | -43.1% |
| All | -28.6% | +235.9% | -264.5% | -43.1% |
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