+407.5%
SIMO vs BB
+28.9%
+378.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -16.0% | +11.6% | -27.6% | -17.7% |
| 30D | -35.8% | +2.6% | -38.3% | -35.9% |
| 3M | -26.5% | +3.5% | -30.0% | -27.1% |
| 6M | -33.0% | +43.5% | -76.5% | -37.0% |
| YTD | +84.3% | +141.2% | -56.8% | +59.5% |
| 1Y | +82.0% | +97.4% | -15.4% | +61.8% |
| 3Y | +218.5% | +151.1% | +67.4% | +165.0% |
| 5Y | +175.0% | -12.8% | +187.8% | +154.3% |
| 10Y | +407.5% | +27.5% | +380.0% | +258.5% |
| All | +407.5% | +28.9% | +378.6% | +258.5% |
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