+142.2%
BTI vs SIMO
+230.1%
-87.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.0% |
| 7D | -2.9% | -8.2% | +5.2% | -3.2% |
| 30D | +8.3% | -34.6% | +42.9% | +6.5% |
| 3M | +2.9% | -32.6% | +35.5% | +1.5% |
| 6M | +6.2% | -31.8% | +38.0% | +5.1% |
| YTD | +10.9% | +87.6% | -76.7% | +11.8% |
| 1Y | +16.6% | +86.7% | -70.1% | +17.5% |
| 3Y | +142.2% | +227.4% | -85.2% | +120.8% |
| All | +142.2% | +230.1% | -87.9% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling