+189.8%
SIMO vs BR
+18.1%
+171.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.7% | +8.7% |
| 7D | +0.9% | +1.9% | -1.0% | +1.0% |
| 30D | -25.4% | +15.9% | -41.3% | -25.3% |
| 3M | -17.8% | +13.7% | -31.4% | -17.7% |
| 6M | -29.6% | +31.0% | -60.5% | -31.2% |
| YTD | +100.3% | -12.0% | +112.3% | +118.3% |
| 1Y | +100.4% | -11.5% | +111.9% | +117.7% |
| 3Y | +246.1% | +14.9% | +231.1% | +242.9% |
| 5Y | +189.8% | +20.1% | +169.7% | +187.9% |
| All | +189.8% | +18.1% | +171.7% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling