+415.5%
SIMO vs BURL
+63.9%
+351.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.1% |
| 7D | +4.2% | -2.8% | +7.0% | +4.9% |
| 30D | +4.1% | -28.2% | +32.2% | +12.5% |
| 3M | -12.9% | -17.6% | +4.7% | -9.5% |
| 6M | +110.3% | -11.8% | +122.1% | +113.5% |
| YTD | +178.6% | -8.1% | +186.7% | +179.7% |
| 1Y | +220.0% | -12.0% | +231.9% | +222.6% |
| All | +415.5% | +63.9% | +351.5% | +393.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling