+479.2%
SIMO vs BRKR
-11.8%
+491.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.5% | +7.3% |
| 7D | +11.0% | -8.7% | +19.7% | +12.6% |
| 30D | +17.9% | -9.9% | +27.7% | +19.8% |
| 3M | +3.9% | -3.1% | +7.0% | +3.0% |
| 6M | +131.0% | +45.5% | +85.5% | +109.8% |
| YTD | +209.3% | +13.7% | +195.6% | +197.9% |
| 1Y | +223.8% | +67.4% | +156.3% | +180.9% |
| 3Y | +479.2% | -13.2% | +492.4% | +482.9% |
| All | +479.2% | -11.8% | +491.0% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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