+2,101.2%
SIMO vs BB
-63.7%
+2,164.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.3% | +3.2% |
| 7D | -22.0% | +3.8% | -25.8% | -22.6% |
| 30D | -43.0% | -0.3% | -42.7% | -42.9% |
| 3M | -39.1% | -0.5% | -38.7% | -39.3% |
| 6M | -33.3% | +45.9% | -79.2% | -38.6% |
| YTD | +77.0% | +130.6% | -53.6% | +48.0% |
| 1Y | +73.0% | +89.2% | -16.2% | +49.9% |
| 3Y | +215.7% | +137.5% | +78.2% | +149.9% |
| 5Y | +155.6% | -20.9% | +176.5% | +138.2% |
| 10Y | +388.4% | +25.4% | +363.0% | +222.5% |
| All | +2,101.2% | -63.7% | +2,164.9% | +1,861.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling