+100.0%
SIMO vs BTG
+22.2%
+77.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +2.0% | -1.6% |
| 7D | +14.9% | -5.9% | +20.7% | +16.0% |
| 30D | -27.0% | -5.0% | -22.0% | -26.2% |
| 3M | -25.4% | -4.5% | -20.9% | -24.7% |
| 6M | -30.3% | -7.0% | -23.2% | -29.6% |
| YTD | +95.8% | +11.4% | +84.4% | +92.1% |
| 1Y | +100.0% | +20.1% | +79.9% | +87.2% |
| All | +100.0% | +22.2% | +77.8% | +87.2% |
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