+74.7%
SIMO vs BWA
+9.8%
+64.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.4% |
| 7D | -22.0% | -5.5% | -16.5% | -18.7% |
| 30D | -43.0% | -21.7% | -21.3% | -33.4% |
| 3M | -39.1% | -25.6% | -13.5% | -26.8% |
| 6M | -33.3% | -17.4% | -15.9% | -21.5% |
| YTD | +77.0% | +9.2% | +67.8% | +89.0% |
| All | +74.7% | +9.8% | +64.9% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling