-33.3%
SIMO vs BN
-11.1%
-22.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +3.9% |
| 7D | -22.0% | +5.3% | -27.3% | -20.2% |
| 30D | -43.0% | +11.9% | -54.9% | -41.4% |
| 3M | -39.1% | -5.7% | -33.4% | -39.8% |
| 6M | -33.3% | -10.6% | -22.7% | -33.7% |
| All | -33.3% | -11.1% | -22.2% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling