+417.8%
SIMO vs BN
+297.2%
+120.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +14.9% | -0.3% | +15.2% | +15.0% |
| 30D | -27.0% | +13.6% | -40.5% | -31.2% |
| 3M | -25.4% | -6.7% | -18.7% | -23.8% |
| 6M | -30.3% | -9.0% | -21.3% | -28.4% |
| YTD | +95.8% | -8.8% | +104.6% | +98.8% |
| 1Y | +100.0% | -10.6% | +110.6% | +105.1% |
| 3Y | +238.3% | +98.8% | +139.5% | +149.0% |
| 5Y | +187.6% | +33.6% | +153.9% | +142.1% |
| All | +417.8% | +297.2% | +120.5% | +155.2% |
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