+217.9%
SIMO vs BR
+14.9%
+203.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.4% |
| 7D | +4.1% | +1.1% | +3.0% | +4.5% |
| 30D | -24.0% | +14.4% | -38.3% | -20.5% |
| 3M | -31.8% | +12.4% | -44.2% | -28.5% |
| 6M | -36.9% | +35.4% | -72.3% | -33.4% |
| YTD | +84.8% | -12.2% | +97.0% | +117.0% |
| 1Y | +99.0% | -12.7% | +111.7% | +134.0% |
| 3Y | +217.9% | +14.3% | +203.7% | +254.6% |
| All | +217.9% | +14.9% | +203.0% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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