+100.5%
SIMO vs BRO
-3.8%
+104.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.2% | -13.8% | -3.8% |
| 7D | -16.9% | +12.2% | -29.0% | -1.8% |
| 30D | -35.4% | +21.3% | -56.6% | -13.4% |
| 3M | -31.9% | +4.1% | -35.9% | -23.3% |
| 6M | -19.3% | +28.9% | -48.2% | +19.0% |
| YTD | +98.5% | -6.6% | +105.1% | +139.0% |
| 1Y | +100.5% | -5.6% | +106.1% | +144.9% |
| All | +100.5% | -3.8% | +104.3% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling