+112.1%
BTI vs SIMO
+462.5%
-350.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -0.2% |
| 7D | -1.4% | +14.6% | -16.0% | -0.9% |
| 30D | -7.0% | +6.2% | -13.3% | -6.8% |
| 3M | -6.3% | +3.6% | -9.9% | -5.8% |
| 6M | -2.0% | +130.8% | -132.8% | -0.5% |
| YTD | +0.2% | +195.8% | -195.6% | +2.1% |
| 1Y | +3.8% | +225.0% | -221.2% | +5.7% |
| 3Y | +112.1% | +452.3% | -340.2% | +100.9% |
| All | +112.1% | +462.5% | -350.5% | +100.9% |
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