+384.8%
SIMO vs BURL
+252.7%
+132.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.5% |
| 7D | -22.0% | +4.1% | -26.1% | -22.8% |
| 30D | -43.0% | -9.5% | -33.6% | -41.9% |
| 3M | -39.1% | -33.5% | -5.6% | -33.5% |
| 6M | -33.3% | -22.1% | -11.2% | -30.3% |
| YTD | +77.0% | -14.6% | +91.5% | +80.5% |
| 1Y | +73.0% | -8.4% | +81.4% | +72.6% |
| 3Y | +215.7% | +86.6% | +129.2% | +163.9% |
| 5Y | +155.6% | -17.2% | +172.8% | +149.1% |
| All | +384.8% | +252.7% | +132.1% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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