+72.2%
BTI vs SIMO
+548.4%
-476.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -2.4% | +14.5% | -16.9% | -2.9% |
| 30D | -4.8% | +20.4% | -25.2% | -5.5% |
| 3M | -8.1% | +7.1% | -15.2% | -8.9% |
| 6M | -4.2% | +129.2% | -133.4% | -9.7% |
| YTD | -1.3% | +201.9% | -203.2% | -8.9% |
| 1Y | +2.1% | +235.5% | -233.4% | -6.7% |
| 3Y | +108.9% | +463.8% | -354.9% | +81.0% |
| 5Y | +114.5% | +306.7% | -192.2% | +87.4% |
| 10Y | +72.2% | +579.5% | -507.2% | +29.2% |
| All | +72.2% | +548.4% | -476.2% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling