+2,101.2%
SIMO vs BBWI
+230.9%
+1,870.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +5.0% |
| 7D | -22.0% | -6.2% | -15.8% | -20.8% |
| 30D | -43.0% | +19.9% | -63.0% | -46.1% |
| 3M | -39.1% | +7.1% | -46.3% | -40.9% |
| 6M | -33.3% | +13.7% | -46.9% | -36.9% |
| YTD | +77.0% | +9.6% | +67.4% | +65.9% |
| 1Y | +73.0% | -1.6% | +74.7% | +64.8% |
| 3Y | +215.7% | -25.9% | +241.6% | +208.5% |
| 5Y | +155.6% | -67.8% | +223.4% | +198.8% |
| 10Y | +388.4% | -43.5% | +431.8% | +300.9% |
| All | +2,101.2% | +230.9% | +1,870.3% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling