+378.4%
SIMO vs BTSG
+416.6%
-38.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +14.5% | +2.9% | +11.6% | +13.5% |
| 30D | +20.4% | +0.9% | +19.5% | +20.1% |
| 3M | +7.1% | +1.6% | +5.5% | +6.5% |
| 6M | +129.2% | +46.8% | +82.5% | +107.2% |
| YTD | +201.9% | +65.5% | +136.4% | +164.2% |
| 1Y | +235.5% | +136.2% | +99.3% | +168.1% |
| All | +378.4% | +416.6% | -38.2% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling