+635.8%
BX vs SIMO
+394.4%
+241.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.4% |
| 7D | +0.6% | +4.1% | -3.5% | -0.2% |
| 30D | +14.2% | -24.0% | +38.2% | +18.2% |
| 3M | -18.7% | -31.8% | +13.0% | -15.3% |
| 6M | +2.5% | -36.9% | +39.4% | +4.9% |
| YTD | -18.8% | +84.8% | -103.6% | -39.3% |
| 1Y | -10.3% | +99.0% | -109.3% | -34.4% |
| 3Y | +35.4% | +217.9% | -182.6% | -16.0% |
| 5Y | +0.3% | +171.5% | -171.2% | -37.9% |
| All | +635.8% | +394.4% | +241.4% | +254.1% |
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