+225.0%
SIMO vs BWA
+53.0%
+172.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.2% |
| 7D | +14.6% | +4.3% | +10.3% | +12.0% |
| 30D | +6.2% | -2.9% | +9.1% | +7.9% |
| 3M | +3.6% | -12.4% | +16.0% | +9.9% |
| 6M | +130.8% | +28.6% | +102.2% | +112.1% |
| YTD | +195.8% | +48.2% | +147.5% | +154.8% |
| 1Y | +225.0% | +50.9% | +174.1% | +181.6% |
| All | +225.0% | +53.0% | +172.0% | +181.6% |
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