+452.3%
SIMO vs BG
+20.0%
+432.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +6.0% |
| 7D | +14.6% | +2.4% | +12.3% | +14.5% |
| 30D | +6.2% | +15.0% | -8.8% | +5.7% |
| 3M | +3.6% | -0.7% | +4.2% | +3.8% |
| 6M | +130.8% | +7.5% | +123.3% | +129.5% |
| YTD | +195.8% | +41.6% | +154.2% | +187.8% |
| 1Y | +225.0% | +50.7% | +174.3% | +214.0% |
| 3Y | +452.3% | +20.3% | +432.0% | +421.1% |
| All | +452.3% | +20.0% | +432.3% | +421.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling