+481.4%
SIMO vs BBWI
-54.1%
+535.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +8.3% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | +4.1% | -5.2% | +9.3% | +4.8% |
| 3M | -12.9% | +11.1% | -24.0% | -14.7% |
| 6M | +110.3% | -13.4% | +123.7% | +112.5% |
| YTD | +178.6% | +0.1% | +178.5% | +173.7% |
| 1Y | +220.0% | -36.1% | +256.1% | +235.1% |
| 3Y | +409.0% | -44.1% | +453.1% | +430.8% |
| 5Y | +277.3% | -66.2% | +343.6% | +312.3% |
| All | +481.4% | -54.1% | +535.5% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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