-7.9%
BROS vs SIMO
+140.2%
-148.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.1% |
| 7D | -21.2% | -22.0% | +0.8% | -17.6% |
| 30D | -11.6% | -43.0% | +31.5% | -2.9% |
| 3M | -36.7% | -39.1% | +2.5% | -32.1% |
| 6M | -42.8% | -33.3% | -9.5% | -42.3% |
| YTD | -44.8% | +77.0% | -121.8% | -60.0% |
| 1Y | -36.5% | +73.0% | -109.6% | -53.7% |
| 3Y | +27.0% | +215.7% | -188.8% | -28.1% |
| 5Y | -50.3% | +155.6% | -206.0% | -70.4% |
| All | -7.9% | +140.2% | -148.1% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling