+0.4%
BX vs SIMO
+154.7%
-154.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -0.8% |
| 7D | +1.8% | -22.0% | +23.8% | +4.6% |
| 30D | +7.9% | -43.0% | +50.9% | +15.1% |
| 3M | -9.6% | -39.1% | +29.5% | -5.4% |
| 6M | -2.3% | -33.3% | +31.0% | -2.1% |
| YTD | -19.3% | +77.0% | -96.2% | -38.2% |
| 1Y | -13.2% | +73.0% | -86.3% | -33.3% |
| 3Y | +33.8% | +215.7% | -181.9% | -16.5% |
| All | +0.4% | +154.7% | -154.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling