-29.7%
BTDR vs SIMO
+239.0%
-268.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +8.7% | +1.0% | +6.5% |
| 7D | +7.7% | +0.9% | +6.7% | +8.2% |
| 30D | -24.1% | -25.4% | +1.3% | -15.1% |
| 3M | -19.1% | -17.8% | -1.3% | -13.1% |
| 6M | -46.6% | -29.6% | -17.1% | -40.0% |
| YTD | -37.3% | +100.3% | -137.6% | -50.0% |
| 1Y | -53.2% | +100.4% | -153.6% | -62.5% |
| 3Y | +77.1% | +246.1% | -169.0% | +25.3% |
| 5Y | -29.7% | +189.8% | -219.5% | -50.3% |
| All | -29.7% | +239.0% | -268.7% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling