+3,578.9%
SIMO vs BRO
+670.0%
+2,908.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +7.8% |
| 7D | +14.6% | -5.4% | +20.0% | +16.7% |
| 30D | +6.2% | -4.3% | +10.5% | +7.4% |
| 3M | +3.6% | +17.8% | -14.3% | -6.2% |
| 6M | +130.8% | -6.8% | +137.5% | +127.4% |
| YTD | +195.8% | -13.8% | +209.6% | +198.9% |
| 1Y | +225.0% | -27.8% | +252.8% | +254.3% |
| 3Y | +452.3% | -4.7% | +457.0% | +409.9% |
| 5Y | +303.6% | +20.6% | +283.0% | +215.4% |
| 10Y | +528.8% | +293.7% | +235.0% | +143.7% |
| All | +3,578.9% | +670.0% | +2,908.8% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling