-30.3%
SIMO vs BAH
+17.5%
-47.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.1% |
| 7D | +14.9% | -2.6% | +17.4% | +12.4% |
| 30D | -27.0% | +20.4% | -47.3% | -13.4% |
| 3M | -25.4% | +11.9% | -37.2% | -14.6% |
| 6M | -30.3% | +17.1% | -47.4% | -11.7% |
| All | -30.3% | +17.5% | -47.7% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling