+9.9%
BTDR vs SIMO
+462.5%
-452.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.2% | -3.8% | -0.6% |
| 7D | +22.4% | +14.6% | +7.8% | +14.4% |
| 30D | +16.5% | +6.2% | +10.2% | +13.0% |
| 3M | -31.5% | +3.6% | -35.0% | -34.0% |
| 6M | +74.0% | +130.8% | -56.7% | +4.1% |
| YTD | +13.0% | +195.8% | -182.7% | -45.5% |
| 1Y | -0.2% | +225.0% | -225.2% | -54.1% |
| 3Y | +9.9% | +452.3% | -442.4% | -62.4% |
| All | +9.9% | +462.5% | -452.7% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling