+417.8%
SIMO vs BB
+24.8%
+393.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | +14.9% | +9.0% | +5.9% | +13.2% |
| 30D | -27.0% | +7.7% | -34.7% | -27.8% |
| 3M | -25.4% | +4.0% | -29.4% | -26.0% |
| 6M | -30.3% | +46.6% | -76.9% | -34.6% |
| YTD | +95.8% | +140.6% | -44.8% | +69.5% |
| 1Y | +100.0% | +103.1% | -3.1% | +77.2% |
| 3Y | +238.3% | +150.5% | +87.7% | +181.7% |
| 5Y | +187.6% | -15.4% | +203.0% | +167.1% |
| All | +417.8% | +24.8% | +393.0% | +268.2% |
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