+100.5%
SIMO vs BIYA
-98.4%
+198.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.3% | -6.3% | -9.6% |
| 7D | -16.9% | -4.0% | -12.8% | -16.9% |
| 30D | -35.4% | -15.0% | -20.4% | -35.2% |
| 3M | -31.9% | -58.1% | +26.2% | -32.3% |
| 6M | -19.3% | -90.0% | +70.7% | -19.3% |
| YTD | +98.5% | -96.9% | +195.4% | +98.0% |
| 1Y | +100.5% | -98.2% | +198.7% | +99.4% |
| All | +100.5% | -98.4% | +198.9% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling