+6,249.6%
SIMO vs BUD
+214.6%
+6,035.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.6% |
| 7D | -22.0% | +4.5% | -26.4% | -23.4% |
| 30D | -43.0% | +12.5% | -55.6% | -45.7% |
| 3M | -39.1% | 0.0% | -39.1% | -40.0% |
| 6M | -33.3% | +3.8% | -37.1% | -35.3% |
| YTD | +77.0% | +33.1% | +43.9% | +56.8% |
| 1Y | +73.0% | +35.5% | +37.5% | +52.1% |
| 3Y | +215.7% | +49.4% | +166.3% | +162.8% |
| 5Y | +155.6% | +48.0% | +107.6% | +108.9% |
| 10Y | +388.4% | -8.6% | +396.9% | +356.2% |
| All | +6,249.6% | +214.6% | +6,035.0% | +2,745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling