+175.0%
SIMO vs BG
+22.7%
+152.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | -16.0% | +5.0% | -21.0% | -16.3% |
| 30D | -35.8% | -3.2% | -32.5% | -35.7% |
| 3M | -26.5% | -11.2% | -15.3% | -25.9% |
| 6M | -33.0% | -19.4% | -13.6% | -31.9% |
| YTD | +84.3% | +13.6% | +70.7% | +79.5% |
| 1Y | +82.0% | +7.3% | +74.7% | +78.4% |
| 3Y | +218.5% | +3.8% | +214.7% | +210.0% |
| 5Y | +175.0% | +23.2% | +151.8% | +144.1% |
| All | +175.0% | +22.7% | +152.3% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling