+549.0%
SIMO vs BTG
+158.3%
+390.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.2% |
| 7D | +12.5% | -5.5% | +18.0% | +13.1% |
| 30D | +18.4% | +6.1% | +12.3% | +17.7% |
| 3M | +5.6% | +38.6% | -33.0% | +2.0% |
| 6M | +116.9% | +0.7% | +116.2% | +115.2% |
| YTD | +188.4% | +20.3% | +168.1% | +181.1% |
| 1Y | +221.3% | +25.0% | +196.2% | +211.5% |
| 3Y | +438.6% | +97.3% | +341.3% | +399.1% |
| 5Y | +287.9% | +78.3% | +209.6% | +258.0% |
| All | +549.0% | +158.3% | +390.7% | +516.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling