+365.5%
SIMO vs BURL
+258.4%
+107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.4% | -13.7% |
| 7D | -31.4% | +3.5% | -34.9% | -32.0% |
| 30D | -45.2% | -9.3% | -35.9% | -44.1% |
| 3M | -36.5% | -32.1% | -4.4% | -31.0% |
| 6M | -34.2% | -19.8% | -14.4% | -31.7% |
| YTD | +69.9% | -13.2% | +83.1% | +72.7% |
| 1Y | +60.4% | -7.8% | +68.2% | +59.9% |
| 3Y | +203.1% | +89.3% | +113.8% | +152.6% |
| 5Y | +145.4% | -15.8% | +161.3% | +138.4% |
| All | +365.5% | +258.4% | +107.1% | +227.9% |
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