+384.8%
SIMO vs BAH
+220.7%
+164.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.4% |
| 7D | -22.0% | -3.5% | -18.4% | -21.9% |
| 30D | -43.0% | +24.3% | -67.3% | -43.9% |
| 3M | -39.1% | +16.3% | -55.5% | -39.9% |
| 6M | -33.3% | +13.6% | -46.9% | -34.2% |
| YTD | +77.0% | +3.5% | +73.5% | +75.2% |
| 1Y | +73.0% | +2.7% | +70.3% | +71.3% |
| 3Y | +215.7% | -26.6% | +242.3% | +221.9% |
| 5Y | +155.6% | +8.5% | +147.1% | +134.4% |
| All | +384.8% | +220.7% | +164.1% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling