+2,101.2%
SIMO vs BN
+1,551.1%
+550.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | -22.0% | +5.3% | -27.3% | -24.8% |
| 30D | -43.0% | +11.9% | -54.9% | -47.0% |
| 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% | +80.6% |
| 1Y | +73.0% | -8.8% | +81.8% | +76.0% |
| 3Y | +215.7% | +95.6% | +120.1% | +107.2% |
| 5Y | +155.6% | +30.2% | +125.5% | +100.7% |
| 10Y | +388.4% | +277.0% | +111.3% | +79.5% |
| All | +2,101.2% | +1,551.1% | +550.1% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling