+1,461.0%
SIMO vs BTG
+355.9%
+1,105.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +8.9% |
| 7D | +0.9% | +1.4% | -0.4% | +0.7% |
| 30D | -25.4% | -1.1% | -24.3% | -25.4% |
| 3M | -17.8% | +2.5% | -20.3% | -18.1% |
| 6M | -29.6% | -3.1% | -26.5% | -29.7% |
| YTD | +100.3% | +16.3% | +84.0% | +95.3% |
| 1Y | +100.4% | +27.6% | +72.8% | +93.7% |
| 3Y | +246.1% | +89.5% | +156.5% | +218.8% |
| 5Y | +189.8% | +33.6% | +156.2% | +171.4% |
| 10Y | +434.6% | +178.2% | +256.4% | +349.7% |
| All | +1,461.0% | +355.9% | +1,105.0% | +715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling