+218.5%
SIMO vs BUD
+51.6%
+166.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.6% |
| 7D | -16.0% | +6.0% | -22.1% | -15.2% |
| 30D | -35.8% | +11.3% | -47.0% | -35.0% |
| 3M | -26.5% | +3.6% | -30.0% | -25.3% |
| 6M | -33.0% | +7.7% | -40.7% | -32.2% |
| YTD | +84.3% | +36.4% | +48.0% | +80.6% |
| 1Y | +82.0% | +37.8% | +44.1% | +77.9% |
| 3Y | +218.5% | +51.2% | +167.2% | +193.4% |
| All | +218.5% | +51.6% | +166.9% | +193.4% |
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