-8.5%
BX vs SIMO
+94.5%
-102.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.6% | +15.8% | +5.9% |
| 7D | +8.3% | -16.9% | +25.2% | +7.8% |
| 30D | +13.5% | -35.4% | +48.9% | +13.0% |
| 3M | -7.6% | -31.9% | +24.3% | -7.9% |
| 6M | +4.0% | -19.3% | +23.4% | +2.9% |
| YTD | -15.2% | +98.5% | -113.6% | -20.5% |
| 1Y | -8.5% | +100.5% | -109.0% | -14.3% |
| All | -8.5% | +94.5% | -102.9% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling