-11.0%
BTDR vs SIMO
+234.0%
-244.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.5% |
| 7D | +14.8% | +14.5% | +0.3% | +8.5% |
| 30D | +41.8% | +20.4% | +21.4% | +30.7% |
| 3M | -29.2% | +7.1% | -36.3% | -32.2% |
| 6M | +66.2% | +129.2% | -63.1% | +15.0% |
| YTD | +10.0% | +201.9% | -191.9% | -42.1% |
| 1Y | -11.0% | +235.5% | -246.5% | -54.9% |
| All | -11.0% | +234.0% | -244.9% | -54.9% |
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