+318.1%
SIMO vs BRO
+17.6%
+300.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.5% | +7.2% |
| 7D | +11.0% | -7.3% | +18.4% | +9.7% |
| 30D | +17.9% | -6.9% | +24.7% | +16.7% |
| 3M | +3.9% | +10.7% | -6.8% | +4.0% |
| 6M | +131.0% | -2.7% | +133.7% | +134.2% |
| YTD | +209.3% | -16.3% | +225.6% | +218.7% |
| 1Y | +223.8% | -29.1% | +252.8% | +243.4% |
| 3Y | +479.2% | -7.8% | +487.1% | +475.8% |
| All | +318.1% | +17.6% | +300.5% | +284.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling