+217.9%
SIMO vs BN
+96.7%
+121.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.9% |
| 7D | +4.1% | -1.0% | +5.1% | +4.6% |
| 30D | -24.0% | +14.0% | -37.9% | -29.1% |
| 3M | -31.8% | -9.0% | -22.8% | -29.0% |
| 6M | -36.9% | -8.8% | -28.1% | -34.8% |
| YTD | +84.8% | -10.3% | +95.1% | +89.1% |
| 1Y | +99.0% | -5.8% | +104.8% | +97.3% |
| 3Y | +217.9% | +94.8% | +123.2% | +140.2% |
| All | +217.9% | +96.7% | +121.2% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling