+402.2%
SIMO vs BIYA
-99.8%
+501.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +14.6% | +2.7% | +11.9% | +14.6% |
| 30D | +6.2% | -18.7% | +24.9% | +6.2% |
| 3M | +3.6% | -72.0% | +75.6% | +3.6% |
| 6M | +130.8% | -86.4% | +217.2% | +130.2% |
| YTD | +195.8% | -94.2% | +289.9% | +198.4% |
| 1Y | +225.0% | -98.4% | +323.4% | +242.1% |
| All | +402.2% | -99.8% | +501.9% | +442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling