+408.0%
SIMO vs BB
+33.0%
+375.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.7% |
| 7D | -8.5% | +15.0% | -23.4% | -10.7% |
| 30D | -34.8% | +3.5% | -38.3% | -35.1% |
| 3M | -32.8% | +2.7% | -35.5% | -33.3% |
| 6M | -32.0% | +44.7% | -76.8% | -36.2% |
| YTD | +87.0% | +143.3% | -56.2% | +61.5% |
| 1Y | +86.1% | +102.2% | -16.1% | +64.9% |
| 3Y | +226.4% | +156.1% | +70.3% | +170.8% |
| 5Y | +172.1% | -17.6% | +189.7% | +153.3% |
| 10Y | +408.0% | +29.0% | +379.1% | +258.3% |
| All | +408.0% | +33.0% | +375.0% | +258.3% |
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