+124.2%
BTI vs SIMO
+453.3%
-329.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | +0.2% |
| 7D | -3.0% | +0.9% | -4.0% | -3.1% |
| 30D | +9.8% | -25.4% | +35.2% | +10.4% |
| 3M | +9.2% | -17.8% | +26.9% | +9.1% |
| 6M | +4.0% | -29.6% | +33.6% | +3.9% |
| YTD | +12.7% | +100.3% | -87.6% | +4.6% |
| 1Y | +15.9% | +100.4% | -84.4% | +7.6% |
| 3Y | +148.9% | +246.1% | -97.1% | +117.9% |
| 5Y | +152.8% | +189.8% | -37.0% | +119.5% |
| 10Y | +124.2% | +434.6% | -310.4% | +68.3% |
| All | +124.2% | +453.3% | -329.1% | +68.3% |
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