+189.8%
SIMO vs BUD
+49.9%
+139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +8.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | -25.4% | +7.4% | -32.8% | -26.0% |
| 3M | -17.8% | +4.3% | -22.1% | -18.2% |
| 6M | -29.6% | +5.3% | -34.8% | -30.2% |
| YTD | +100.3% | +33.2% | +67.1% | +88.8% |
| 1Y | +100.4% | +31.8% | +68.6% | +89.2% |
| 3Y | +246.1% | +47.8% | +198.3% | +212.8% |
| 5Y | +189.8% | +50.2% | +139.6% | +162.7% |
| All | +189.8% | +49.9% | +139.9% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling