+215.7%
SIMO vs BUD
+49.3%
+166.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +3.9% |
| 7D | -22.0% | +4.5% | -26.4% | -21.4% |
| 30D | -43.0% | +12.5% | -55.6% | -42.6% |
| 3M | -39.1% | 0.0% | -39.1% | -38.4% |
| 6M | -33.3% | +3.8% | -37.1% | -32.7% |
| YTD | +77.0% | +33.1% | +43.9% | +72.8% |
| 1Y | +73.0% | +35.5% | +37.5% | +68.2% |
| 3Y | +215.7% | +49.4% | +166.3% | +189.7% |
| All | +215.7% | +49.3% | +166.4% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling