+417.8%
SIMO vs BTG
+167.5%
+250.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +2.0% | -1.8% |
| 7D | +14.9% | -5.9% | +20.7% | +15.5% |
| 30D | -27.0% | -5.0% | -22.0% | -26.7% |
| 3M | -25.4% | -4.5% | -20.9% | -25.1% |
| 6M | -30.3% | -7.0% | -23.2% | -30.1% |
| YTD | +95.8% | +11.4% | +84.4% | +91.8% |
| 1Y | +100.0% | +20.1% | +79.9% | +94.6% |
| 3Y | +238.3% | +81.5% | +156.8% | +213.9% |
| 5Y | +187.6% | +32.1% | +155.4% | +169.7% |
| All | +417.8% | +167.5% | +250.2% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling