+2,335.3%
SIMO vs BG
+146.2%
+2,189.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +14.9% | +1.5% | +13.4% | +14.4% |
| 30D | -27.0% | -7.0% | -19.9% | -25.5% |
| 3M | -25.4% | -10.0% | -15.4% | -23.4% |
| 6M | -30.3% | -19.8% | -10.5% | -26.2% |
| YTD | +95.8% | +14.3% | +81.5% | +82.0% |
| 1Y | +100.0% | +6.5% | +93.5% | +90.2% |
| 3Y | +238.3% | +4.4% | +233.9% | +215.0% |
| 5Y | +187.6% | +20.2% | +167.4% | +143.8% |
| 10Y | +422.5% | +108.5% | +314.0% | +226.2% |
| All | +2,335.3% | +146.2% | +2,189.1% | +1,061.4% |
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