+270.1%
SIMO vs BB
-30.6%
+300.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -5.6% | +9.9% | +5.6% |
| 30D | +4.1% | -11.8% | +15.9% | +6.8% |
| 3M | -12.9% | -25.5% | +12.7% | -7.6% |
| 6M | +110.3% | +121.3% | -10.9% | +79.2% |
| YTD | +178.6% | +103.2% | +75.4% | +140.9% |
| 1Y | +220.0% | +102.6% | +117.4% | +176.4% |
| 3Y | +409.0% | +37.5% | +371.5% | +346.2% |
| All | +270.1% | -30.6% | +300.7% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling