+380.7%
SIMO vs BWA
+91.2%
+289.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.1% |
| 7D | -22.0% | -5.5% | -16.5% | -20.0% |
| 30D | -43.0% | -21.7% | -21.3% | -37.0% |
| 3M | -39.1% | -25.6% | -13.5% | -31.4% |
| 6M | -33.3% | -17.4% | -15.9% | -27.0% |
| YTD | +77.0% | +9.2% | +67.8% | +74.1% |
| 1Y | +73.0% | +9.7% | +63.3% | +69.7% |
| 3Y | +215.7% | +54.6% | +161.1% | +171.3% |
| 5Y | +155.6% | +26.8% | +128.9% | +128.2% |
| All | +380.7% | +91.2% | +289.5% | +277.2% |
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