+170.0%
SIMO vs BBWI
-67.6%
+237.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -24.0% | +12.9% | -36.8% | -25.9% |
| 3M | -31.8% | +16.0% | -47.8% | -34.1% |
| 6M | -36.9% | +16.6% | -53.5% | -39.6% |
| YTD | +84.8% | +9.7% | +75.1% | +76.4% |
| 1Y | +99.0% | +1.5% | +97.5% | +91.4% |
| 3Y | +217.9% | -21.4% | +239.3% | +211.3% |
| All | +170.0% | -67.6% | +237.6% | +273.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling