+24.3%
BX vs SIMO
+297.1%
-272.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.5% |
| 7D | -2.0% | +14.6% | -16.6% | -4.0% |
| 30D | -2.3% | +6.2% | -8.5% | -3.8% |
| 3M | +18.5% | +3.6% | +15.0% | +15.0% |
| 6M | +23.7% | +130.8% | -107.1% | -2.5% |
| YTD | -10.4% | +195.8% | -206.1% | -34.9% |
| 1Y | -19.6% | +225.0% | -244.6% | -43.6% |
| 3Y | +30.8% | +452.3% | -421.5% | -23.3% |
| 5Y | +24.3% | +303.6% | -279.3% | -21.5% |
| All | +24.3% | +297.1% | -272.8% | -21.5% |
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 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