-69.4%
BTDR vs SIMO
+94.5%
-163.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.6% | +4.0% | -1.8% |
| 7D | -17.6% | -16.9% | -0.7% | -11.0% |
| 30D | -40.3% | -35.4% | -4.9% | -29.4% |
| 3M | -42.6% | -31.9% | -10.7% | -34.1% |
| 6M | -46.3% | -19.3% | -27.0% | -40.7% |
| YTD | -41.7% | +98.5% | -140.2% | -54.1% |
| 1Y | -69.4% | +100.5% | -169.9% | -76.3% |
| All | -69.4% | +94.5% | -163.9% | -76.3% |
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