+415.5%
SIMO vs BN
+77.7%
+337.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +4.2% | -2.5% | +6.7% | +5.4% |
| 30D | +4.1% | -9.5% | +13.6% | +8.7% |
| 3M | -12.9% | -10.4% | -2.5% | -8.7% |
| 6M | +110.3% | -6.4% | +116.7% | +113.3% |
| YTD | +178.6% | -11.9% | +190.4% | +188.7% |
| 1Y | +220.0% | -8.6% | +228.6% | +225.4% |
| All | +415.5% | +77.7% | +337.8% | +298.0% |
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