+440.1%
SIMO vs BRO
-7.4%
+447.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.6% |
| 7D | +12.5% | -8.6% | +21.1% | +8.2% |
| 30D | +18.4% | -6.9% | +25.4% | +15.1% |
| 3M | +5.6% | +10.5% | -4.9% | +9.3% |
| 6M | +116.9% | -2.8% | +119.7% | +126.0% |
| YTD | +188.4% | -16.1% | +204.5% | +201.5% |
| 1Y | +221.3% | -27.6% | +248.9% | +243.6% |
| All | +440.1% | -7.4% | +447.5% | +468.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling