+409.6%
SIMO vs BUD
-8.7%
+418.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +5.4% |
| 7D | -8.2% | +1.3% | -9.5% | -8.5% |
| 30D | -34.6% | +10.0% | -44.6% | -36.2% |
| 3M | -32.6% | +1.6% | -34.2% | -33.3% |
| 6M | -31.8% | +6.5% | -38.3% | -33.5% |
| YTD | +87.6% | +34.8% | +52.8% | +72.1% |
| 1Y | +86.7% | +36.5% | +50.2% | +70.5% |
| 3Y | +227.4% | +49.0% | +178.5% | +188.3% |
| 5Y | +173.0% | +51.7% | +121.3% | +135.7% |
| 10Y | +409.6% | -7.5% | +417.2% | +368.7% |
| All | +409.6% | -8.7% | +418.4% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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