+388.8%
SIMO vs BUD
-2.1%
+390.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.8% |
| 7D | +4.1% | +1.0% | +3.1% | +3.9% |
| 30D | -24.0% | +6.7% | -30.7% | -25.4% |
| 3M | -31.8% | +5.7% | -37.5% | -33.1% |
| 6M | -36.9% | +5.8% | -42.7% | -38.4% |
| YTD | +84.8% | +34.4% | +50.4% | +69.5% |
| 1Y | +99.0% | +33.3% | +65.7% | +82.7% |
| 3Y | +217.9% | +48.8% | +169.1% | +179.6% |
| 5Y | +171.5% | +52.5% | +118.9% | +133.6% |
| All | +388.8% | -2.1% | +390.8% | +336.7% |
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