+192.1%
SIMO vs BTSG
+504.1%
-312.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.6% | -3.2% |
| 7D | -16.0% | +3.8% | -19.8% | -16.8% |
| 30D | -35.8% | +13.7% | -49.5% | -38.2% |
| 3M | -26.5% | +18.0% | -44.4% | -30.2% |
| 6M | -33.0% | +32.2% | -65.2% | -38.3% |
| YTD | +84.3% | +93.6% | -9.2% | +53.6% |
| 1Y | +82.0% | +115.9% | -34.0% | +47.4% |
| All | +192.1% | +504.1% | -312.0% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling