+220.0%
SIMO vs BTSG
+152.4%
+67.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +9.2% |
| 7D | +4.2% | +2.7% | +1.5% | +3.0% |
| 30D | +4.1% | -3.6% | +7.7% | +5.3% |
| 3M | -12.9% | +5.8% | -18.7% | -14.5% |
| 6M | +110.3% | +44.7% | +65.6% | +90.6% |
| YTD | +178.6% | +62.2% | +116.4% | +144.5% |
| 1Y | +220.0% | +152.1% | +67.9% | +165.8% |
| All | +220.0% | +152.4% | +67.6% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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