+668.7%
BX vs SIMO
+548.4%
+120.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.7% | -4.1% |
| 7D | -5.7% | +14.5% | -20.2% | -8.2% |
| 30D | -8.9% | +20.4% | -29.3% | -12.7% |
| 3M | +8.4% | +7.1% | +1.3% | +3.7% |
| 6M | +18.9% | +129.2% | -110.3% | -8.7% |
| YTD | -13.6% | +201.9% | -215.6% | -39.3% |
| 1Y | -22.4% | +235.5% | -258.0% | -47.5% |
| 3Y | +26.0% | +463.8% | -437.8% | -27.8% |
| 5Y | +18.8% | +306.7% | -287.9% | -29.0% |
| 10Y | +668.7% | +579.5% | +89.3% | +262.5% |
| All | +668.7% | +548.4% | +120.3% | +262.5% |
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