+967.7%
BX vs SIMO
+1,317.3%
-349.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -3.1% |
| 7D | -4.4% | +4.2% | -8.6% | -5.4% |
| 30D | +0.1% | +4.1% | -4.0% | -2.0% |
| 3M | +16.0% | -12.9% | +28.9% | +15.4% |
| 6M | +21.6% | +110.3% | -88.7% | -7.1% |
| YTD | -8.9% | +178.6% | -187.5% | -36.3% |
| 1Y | -16.6% | +220.0% | -236.6% | -44.2% |
| 3Y | +43.3% | +409.0% | -365.7% | -17.1% |
| 5Y | +25.7% | +277.3% | -251.6% | -24.8% |
| 10Y | +689.5% | +506.6% | +182.9% | +285.7% |
| All | +967.7% | +1,317.3% | -349.6% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling