+27.0%
BROS vs SIMO
+214.6%
-187.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.9% |
| 7D | -21.2% | -22.0% | +0.8% | -18.8% |
| 30D | -11.6% | -43.0% | +31.5% | -5.9% |
| 3M | -36.7% | -39.1% | +2.5% | -33.7% |
| 6M | -42.8% | -33.3% | -9.5% | -42.8% |
| YTD | -44.8% | +77.0% | -121.8% | -59.0% |
| 1Y | -36.5% | +73.0% | -109.6% | -52.6% |
| 3Y | +27.0% | +215.7% | -188.8% | -32.9% |
| All | +27.0% | +214.6% | -187.6% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling