+388.8%
SIMO vs BAH
+198.8%
+190.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +4.1% | +1.7% | +2.4% | +4.0% |
| 30D | -24.0% | +20.8% | -44.8% | -24.9% |
| 3M | -31.8% | +11.6% | -43.3% | -32.3% |
| 6M | -36.9% | +23.1% | -60.0% | -38.3% |
| YTD | +84.8% | +5.3% | +79.6% | +82.9% |
| 1Y | +99.0% | +6.1% | +92.8% | +96.4% |
| 3Y | +217.9% | -27.5% | +245.4% | +226.3% |
| 5Y | +171.5% | +6.2% | +165.3% | +151.5% |
| All | +388.8% | +198.8% | +190.0% | +251.2% |
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