+65.6%
BROS vs SIMO
+462.5%
-397.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -2.3% |
| 7D | -0.9% | +14.6% | -15.5% | -2.8% |
| 30D | -13.5% | +6.2% | -19.7% | -14.4% |
| 3M | -18.4% | +3.6% | -22.0% | -20.8% |
| 6M | -10.6% | +130.8% | -141.4% | -30.8% |
| YTD | -25.1% | +195.8% | -220.8% | -47.8% |
| 1Y | -28.6% | +225.0% | -253.7% | -52.6% |
| 3Y | +65.6% | +452.3% | -386.7% | -22.5% |
| All | +65.6% | +462.5% | -397.0% | -22.5% |
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 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