+407.5%
SIMO vs BAH
+210.6%
+196.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | -16.0% | +0.5% | -16.5% | -16.1% |
| 30D | -35.8% | +18.2% | -54.0% | -36.4% |
| 3M | -26.5% | +13.1% | -39.6% | -27.1% |
| 6M | -33.0% | +15.2% | -48.2% | -33.9% |
| YTD | +84.3% | +6.0% | +78.3% | +82.3% |
| 1Y | +82.0% | +3.1% | +78.9% | +80.7% |
| 3Y | +218.5% | -26.2% | +244.7% | +225.9% |
| 5Y | +175.0% | +9.3% | +165.7% | +153.0% |
| 10Y | +407.5% | +212.3% | +195.2% | +253.9% |
| All | +407.5% | +210.6% | +196.9% | +253.9% |
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