+434.6%
SIMO vs BWA
+92.6%
+342.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.0% |
| 7D | +0.9% | +1.7% | -0.8% | +0.6% |
| 30D | -25.4% | -14.6% | -10.8% | -20.2% |
| 3M | -17.8% | -26.2% | +8.5% | -6.8% |
| 6M | -29.6% | -18.4% | -11.1% | -22.7% |
| YTD | +100.3% | +14.7% | +85.6% | +93.4% |
| 1Y | +100.4% | +13.3% | +87.0% | +94.0% |
| 3Y | +246.1% | +64.7% | +181.4% | +190.3% |
| 5Y | +189.8% | +32.2% | +157.6% | +154.3% |
| 10Y | +434.6% | +96.8% | +337.8% | +292.3% |
| All | +434.6% | +92.6% | +342.0% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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