+793.9%
BTI vs SIMO
+3,332.4%
-2,538.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.6% |
| 7D | -1.4% | +4.2% | -5.6% | -1.7% |
| 30D | -6.6% | +4.1% | -10.7% | -7.0% |
| 3M | -3.0% | -12.9% | +9.9% | -3.1% |
| 6M | -6.7% | +110.3% | -117.0% | -13.1% |
| YTD | +0.6% | +178.6% | -178.0% | -8.5% |
| 1Y | +5.6% | +220.0% | -214.4% | -5.1% |
| 3Y | +110.3% | +409.0% | -298.7% | +80.2% |
| 5Y | +114.3% | +277.3% | -163.0% | +84.7% |
| 10Y | +67.7% | +506.6% | -439.0% | +34.8% |
| All | +793.9% | +3,332.4% | -2,538.4% | +461.6% |
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