+9,134.3%
SIMO vs BAH
+886.2%
+8,248.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +8.9% |
| 7D | +4.2% | -3.2% | +7.5% | +4.8% |
| 30D | +4.1% | +2.0% | +2.1% | +3.5% |
| 3M | -12.9% | -7.6% | -5.2% | -12.2% |
| 6M | +110.3% | -5.7% | +116.0% | +109.7% |
| YTD | +178.6% | -11.7% | +190.3% | +178.5% |
| 1Y | +220.0% | -27.4% | +247.4% | +233.4% |
| 3Y | +409.0% | -32.5% | +441.6% | +419.7% |
| 5Y | +277.3% | -3.3% | +280.6% | +242.5% |
| 10Y | +506.6% | +186.0% | +320.6% | +281.4% |
| All | +9,134.3% | +886.2% | +8,248.1% | +3,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling