+215.7%
SIMO vs BN
+90.6%
+125.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | -22.0% | +5.3% | -27.3% | -24.3% |
| 30D | -43.0% | +11.9% | -54.9% | -46.4% |
| 3M | -39.1% | -5.7% | -33.4% | -37.9% |
| 6M | -33.3% | -10.6% | -22.7% | -30.4% |
| YTD | +77.0% | -9.4% | +86.3% | +80.1% |
| 1Y | +73.0% | -8.8% | +81.8% | +75.4% |
| 3Y | +215.7% | +95.6% | +120.1% | +141.5% |
| All | +215.7% | +90.6% | +125.1% | +141.5% |
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