+100.5%
SIMO vs BTG
+24.4%
+76.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.7% | -18.3% | -11.1% |
| 7D | -16.9% | -0.2% | -16.7% | -16.8% |
| 30D | -35.4% | -0.8% | -34.6% | -35.1% |
| 3M | -31.9% | +31.8% | -63.7% | -34.7% |
| 6M | -19.3% | +20.4% | -39.7% | -21.0% |
| YTD | +98.5% | +14.7% | +83.8% | +93.1% |
| 1Y | +100.5% | +29.4% | +71.2% | +82.6% |
| All | +100.5% | +24.4% | +76.1% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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