+100.5%
SIMO vs BB
+88.0%
+12.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.0% | -16.5% | -12.1% |
| 7D | -16.9% | -6.8% | -10.1% | -14.8% |
| 30D | -35.4% | -3.5% | -31.8% | -34.5% |
| 3M | -31.9% | -1.2% | -30.6% | -31.9% |
| 6M | -19.3% | +57.0% | -76.3% | -27.2% |
| YTD | +98.5% | +131.1% | -32.7% | +62.4% |
| 1Y | +100.5% | +87.6% | +12.9% | +77.4% |
| All | +100.5% | +88.0% | +12.5% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling