+217.1%
SIMO vs BTG
+96.9%
+120.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.7% |
| 7D | -16.0% | +13.0% | -29.0% | -17.9% |
| 30D | -35.8% | +1.1% | -36.9% | -35.8% |
| 3M | -26.5% | +5.3% | -31.8% | -27.1% |
| 6M | -33.0% | +1.1% | -34.1% | -33.5% |
| YTD | +84.3% | +19.2% | +65.1% | +76.6% |
| 1Y | +82.0% | +31.5% | +50.5% | +71.3% |
| All | +217.1% | +96.9% | +120.2% | +174.2% |
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 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