+85.2%
SIMO vs BN
-6.6%
+91.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.8% | +5.6% |
| 7D | -8.2% | +3.6% | -11.8% | -7.9% |
| 30D | -34.6% | +15.9% | -50.5% | -35.0% |
| 3M | -32.6% | -2.3% | -30.3% | -32.1% |
| 6M | -31.8% | -8.4% | -23.4% | -30.4% |
| YTD | +87.6% | -5.9% | +93.5% | +79.9% |
| All | +85.2% | -6.6% | +91.9% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling