+200.5%
SIMO vs BIYA
-99.9%
+300.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +4.2% |
| 7D | -22.0% | -10.5% | -11.5% | -22.0% |
| 30D | -43.0% | -51.7% | +8.7% | -43.0% |
| 3M | -39.1% | -60.8% | +21.6% | -39.1% |
| 6M | -33.3% | -90.6% | +57.3% | -33.4% |
| YTD | +77.0% | -97.1% | +174.1% | +78.7% |
| 1Y | +73.0% | -99.1% | +172.1% | +80.0% |
| All | +200.5% | -99.9% | +300.3% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling