+84.6%
SIMO vs BBWI
-1.7%
+86.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.5% |
| 7D | -8.5% | -6.2% | -2.3% | -8.0% |
| 30D | -34.8% | +25.5% | -60.3% | -36.2% |
| 3M | -32.8% | +8.0% | -40.8% | -33.5% |
| 6M | -32.0% | +12.7% | -44.7% | -33.3% |
| YTD | +87.0% | +11.6% | +75.4% | +81.6% |
| All | +84.6% | -1.7% | +86.3% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling