+481.4%
SIMO vs BN
+267.0%
+214.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +4.2% | -2.5% | +6.7% | +5.3% |
| 30D | +4.1% | -9.5% | +13.6% | +8.2% |
| 3M | -12.9% | -10.4% | -2.5% | -9.2% |
| 6M | +110.3% | -6.4% | +116.7% | +113.6% |
| YTD | +178.6% | -11.9% | +190.4% | +188.6% |
| 1Y | +220.0% | -8.6% | +228.6% | +227.0% |
| 3Y | +409.0% | +77.6% | +331.5% | +293.4% |
| 5Y | +277.3% | +37.0% | +240.3% | +215.1% |
| All | +481.4% | +267.0% | +214.4% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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