+528.8%
SIMO vs BB
+3.3%
+525.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.8% |
| 7D | +14.6% | +0.5% | +14.1% | +14.5% |
| 30D | +6.2% | -12.4% | +18.6% | +8.4% |
| 3M | +3.6% | -15.3% | +18.8% | +6.1% |
| 6M | +130.8% | +128.8% | +2.0% | +101.8% |
| YTD | +195.8% | +107.7% | +88.1% | +162.2% |
| 1Y | +225.0% | +103.9% | +121.1% | +188.4% |
| 3Y | +452.3% | +72.6% | +379.7% | +382.6% |
| 5Y | +303.6% | -24.3% | +327.9% | +281.3% |
| 10Y | +528.8% | +3.1% | +525.6% | +352.1% |
| All | +528.8% | +3.3% | +525.5% | +352.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling