+408.0%
SIMO vs BBWI
-41.3%
+449.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.4% |
| 7D | -8.5% | -6.2% | -2.3% | -7.6% |
| 30D | -34.8% | +25.5% | -60.3% | -37.4% |
| 3M | -32.8% | +8.0% | -40.8% | -34.0% |
| 6M | -32.0% | +12.7% | -44.7% | -34.1% |
| YTD | +87.0% | +11.6% | +75.4% | +79.7% |
| 1Y | +86.1% | -0.9% | +87.0% | +81.1% |
| 3Y | +226.4% | -22.7% | +249.1% | +222.9% |
| 5Y | +172.1% | -67.2% | +239.3% | +196.9% |
| 10Y | +408.0% | -43.7% | +451.7% | +360.9% |
| All | +408.0% | -41.3% | +449.3% | +360.9% |
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