+15.3%
BTDR vs SIMO
+388.1%
-372.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -5.1% |
| 7D | -3.2% | +12.5% | -15.7% | -6.8% |
| 30D | +32.7% | +18.4% | +14.3% | +25.1% |
| 3M | -28.4% | +5.6% | -34.0% | -30.0% |
| 6M | +51.7% | +116.9% | -65.2% | +17.4% |
| YTD | +2.9% | +188.4% | -185.5% | -28.0% |
| 1Y | -15.5% | +221.3% | -236.7% | -41.9% |
| 3Y | 0.0% | +438.6% | -438.6% | -37.9% |
| 5Y | +16.5% | +287.9% | -271.4% | -27.9% |
| All | +15.3% | +388.1% | -372.8% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling