+36.9%
BX vs SIMO
+432.2%
-395.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -2.1% |
| 7D | -4.4% | +4.2% | -8.6% | -4.9% |
| 30D | +0.1% | +4.1% | -4.0% | -0.9% |
| 3M | +16.0% | -12.9% | +28.9% | +16.1% |
| 6M | +21.6% | +110.3% | -88.7% | -1.1% |
| YTD | -8.9% | +178.6% | -187.5% | -33.2% |
| 1Y | -16.6% | +220.0% | -236.6% | -42.6% |
| All | +36.9% | +432.2% | -395.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling