+417.8%
SIMO vs BG
+107.5%
+310.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +14.9% | +1.5% | +13.4% | +14.6% |
| 30D | -27.0% | -7.0% | -19.9% | -26.1% |
| 3M | -25.4% | -10.0% | -15.4% | -24.2% |
| 6M | -30.3% | -19.8% | -10.5% | -27.8% |
| YTD | +95.8% | +14.3% | +81.5% | +86.9% |
| 1Y | +100.0% | +6.5% | +93.5% | +93.8% |
| 3Y | +238.3% | +4.4% | +233.9% | +224.1% |
| 5Y | +187.6% | +20.2% | +167.4% | +158.0% |
| All | +417.8% | +107.5% | +310.2% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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