-14.5%
BX vs SIMO
+92.3%
-106.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.9% |
| 7D | -1.1% | +14.9% | -15.9% | -0.8% |
| 30D | +8.8% | -27.0% | +35.8% | +8.3% |
| 3M | -18.3% | -25.4% | +7.1% | -18.5% |
| 6M | -1.5% | -30.3% | +28.7% | -2.3% |
| YTD | -19.9% | +95.8% | -115.7% | -25.0% |
| 1Y | -14.5% | +100.0% | -114.5% | -20.4% |
| All | -14.5% | +92.3% | -106.8% | -20.4% |
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