+368.6%
SIMO vs BTSG
+421.3%
-52.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.2% |
| 7D | +14.6% | +5.7% | +8.9% | +12.6% |
| 30D | +6.2% | +0.2% | +6.0% | +6.2% |
| 3M | +3.6% | +5.6% | -2.1% | +1.8% |
| 6M | +130.8% | +50.8% | +80.0% | +107.1% |
| YTD | +195.8% | +67.0% | +128.7% | +158.1% |
| 1Y | +225.0% | +145.5% | +79.5% | +157.1% |
| All | +368.6% | +421.3% | -52.8% | +220.0% |
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