+2,193.0%
SIMO vs BG
+144.8%
+2,048.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -16.0% | +5.0% | -21.0% | -17.5% |
| 30D | -35.8% | -3.2% | -32.5% | -35.3% |
| 3M | -26.5% | -11.2% | -15.3% | -24.2% |
| 6M | -33.0% | -19.4% | -13.6% | -29.2% |
| YTD | +84.3% | +13.6% | +70.7% | +71.7% |
| 1Y | +82.0% | +7.3% | +74.7% | +72.6% |
| 3Y | +218.5% | +3.8% | +214.7% | +197.0% |
| 5Y | +175.0% | +23.2% | +151.8% | +130.9% |
| 10Y | +407.5% | +97.9% | +309.6% | +223.2% |
| All | +2,193.0% | +144.8% | +2,048.1% | +995.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling