-35.6%
BTDR vs SIMO
+171.3%
-207.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | -7.4% | -16.0% | +8.7% | -0.4% |
| 30D | -33.4% | -35.8% | +2.3% | -21.2% |
| 3M | -26.3% | -26.5% | +0.2% | -17.4% |
| 6M | -52.4% | -33.0% | -19.4% | -45.2% |
| YTD | -42.8% | +84.3% | -127.2% | -53.8% |
| 1Y | -63.7% | +82.0% | -145.7% | -70.4% |
| 3Y | +61.5% | +218.5% | -157.0% | +14.7% |
| 5Y | -35.6% | +175.0% | -210.7% | -54.4% |
| All | -35.6% | +171.3% | -207.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling