+270.1%
SIMO vs BAH
-3.4%
+273.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +8.6% |
| 7D | +4.2% | -3.2% | +7.5% | +4.1% |
| 30D | +4.1% | +2.0% | +2.1% | +4.1% |
| 3M | -12.9% | -7.6% | -5.2% | -12.1% |
| 6M | +110.3% | -5.7% | +116.0% | +111.7% |
| YTD | +178.6% | -11.7% | +190.3% | +180.2% |
| 1Y | +220.0% | -27.4% | +247.4% | +228.2% |
| 3Y | +409.0% | -32.5% | +441.6% | +408.4% |
| All | +270.1% | -3.4% | +273.5% | +255.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling