+218.5%
SIMO vs BIYA
-99.9%
+318.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.7% |
| 7D | -8.2% | -7.8% | -0.4% | -8.1% |
| 30D | -34.6% | -38.5% | +3.9% | -34.6% |
| 3M | -32.6% | -59.5% | +26.9% | -32.6% |
| 6M | -31.8% | -89.2% | +57.4% | -32.2% |
| YTD | +87.6% | -97.1% | +184.7% | +89.5% |
| 1Y | +86.7% | -99.0% | +185.7% | +93.9% |
| All | +218.5% | -99.9% | +318.4% | +244.7% |
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