+27.0%
BROS vs SIMO
+278.1%
-251.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.9% |
| 7D | -6.7% | +4.2% | -10.9% | -7.4% |
| 30D | -29.1% | +4.1% | -33.2% | -30.2% |
| 3M | -16.7% | -12.9% | -3.8% | -17.0% |
| 6M | -11.6% | +110.3% | -122.0% | -32.9% |
| YTD | -23.9% | +178.6% | -202.5% | -48.3% |
| 1Y | -34.8% | +220.0% | -254.8% | -58.2% |
| 3Y | +62.1% | +409.0% | -347.0% | -14.7% |
| All | +27.0% | +278.1% | -251.1% | -24.5% |
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