+409.6%
SIMO vs BWA
+101.5%
+308.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +3.6% |
| 7D | -8.2% | -0.6% | -7.6% | -7.6% |
| 30D | -34.6% | -16.1% | -18.5% | -29.6% |
| 3M | -32.6% | -24.6% | -8.0% | -24.4% |
| 6M | -31.8% | -15.7% | -16.1% | -26.1% |
| YTD | +87.6% | +15.1% | +72.5% | +80.9% |
| 1Y | +86.7% | +15.9% | +70.8% | +79.3% |
| 3Y | +227.4% | +67.1% | +160.4% | +173.5% |
| 5Y | +173.0% | +34.7% | +138.3% | +138.1% |
| 10Y | +409.6% | +99.5% | +310.1% | +291.8% |
| All | +409.6% | +101.5% | +308.2% | +291.8% |
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