+452.3%
SIMO vs BTG
+101.2%
+351.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.0% | +6.6% |
| 7D | +14.6% | +4.8% | +9.8% | +13.7% |
| 30D | +6.2% | +8.3% | -2.1% | +4.7% |
| 3M | +3.6% | +32.3% | -28.7% | -1.7% |
| 6M | +130.8% | +3.0% | +127.8% | +127.6% |
| YTD | +195.8% | +21.9% | +173.9% | +182.2% |
| 1Y | +225.0% | +28.2% | +196.8% | +205.8% |
| 3Y | +452.3% | +99.9% | +352.4% | +371.6% |
| All | +452.3% | +101.2% | +351.1% | +371.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling