+240.1%
SIMO vs BIYA
-99.9%
+340.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.3% | +8.7% |
| 7D | +0.9% | +2.5% | -1.6% | +0.9% |
| 30D | -25.4% | -22.3% | -3.1% | -25.4% |
| 3M | -17.8% | -54.8% | +37.1% | -17.7% |
| 6M | -29.6% | -86.5% | +56.9% | -30.3% |
| YTD | +100.3% | -96.8% | +197.2% | +102.3% |
| 1Y | +100.4% | -98.6% | +199.0% | +106.9% |
| All | +240.1% | -99.9% | +340.0% | +267.9% |
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