+306.7%
SIMO vs BTG
+75.0%
+231.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +14.5% | +2.4% | +12.1% | +14.1% |
| 30D | +20.4% | +9.5% | +10.9% | +19.0% |
| 3M | +7.1% | +38.5% | -31.4% | +2.2% |
| 6M | +129.2% | +5.6% | +123.6% | +125.7% |
| YTD | +201.9% | +23.9% | +178.0% | +190.5% |
| 1Y | +235.5% | +32.1% | +203.4% | +219.5% |
| 3Y | +463.8% | +103.2% | +360.6% | +405.1% |
| 5Y | +306.7% | +79.7% | +227.0% | +260.2% |
| All | +306.7% | +75.0% | +231.7% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling