+235.5%
SIMO vs BTSG
+147.4%
+88.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +14.5% | +2.9% | +11.6% | +13.1% |
| 30D | +20.4% | +0.9% | +19.5% | +19.9% |
| 3M | +7.1% | +1.6% | +5.5% | +6.2% |
| 6M | +129.2% | +46.8% | +82.5% | +106.3% |
| YTD | +201.9% | +65.5% | +136.4% | +162.9% |
| 1Y | +235.5% | +136.2% | +99.3% | +172.4% |
| All | +235.5% | +147.4% | +88.1% | +172.4% |
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