+215.7%
SIMO vs BBWI
-28.0%
+243.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +4.7% |
| 7D | -22.0% | -6.2% | -15.8% | -21.2% |
| 30D | -43.0% | +19.9% | -63.0% | -45.0% |
| 3M | -39.1% | +7.1% | -46.3% | -40.2% |
| 6M | -33.3% | +13.7% | -46.9% | -35.6% |
| YTD | +77.0% | +9.6% | +67.4% | +69.7% |
| 1Y | +73.0% | -1.6% | +74.7% | +68.3% |
| 3Y | +215.7% | -25.9% | +241.6% | +241.1% |
| All | +215.7% | -28.0% | +243.8% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling