+23.8%
BTDR vs SIMO
+371.5%
-347.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.7% | -4.8% | +1.2% |
| 7D | +20.0% | +4.2% | +15.7% | +18.3% |
| 30D | +11.9% | +4.1% | +7.8% | +10.2% |
| 3M | -36.9% | -12.9% | -24.1% | -35.0% |
| 6M | +56.5% | +110.3% | -53.8% | +22.3% |
| YTD | +10.4% | +178.6% | -168.1% | -21.9% |
| 1Y | +3.1% | +220.0% | -216.9% | -28.9% |
| 3Y | -2.6% | +409.0% | -411.6% | -38.8% |
| 5Y | +25.2% | +277.3% | -252.1% | -21.7% |
| All | +23.8% | +371.5% | -347.7% | -22.1% |
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