+415.5%
SIMO vs BWA
+71.5%
+344.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +7.4% |
| 7D | +4.2% | +5.7% | -1.4% | +1.6% |
| 30D | +4.1% | +1.4% | +2.7% | +3.3% |
| 3M | -12.9% | -12.1% | -0.8% | -7.7% |
| 6M | +110.3% | +28.6% | +81.8% | +91.0% |
| YTD | +178.6% | +51.1% | +127.5% | +135.1% |
| 1Y | +220.0% | +55.9% | +164.1% | +166.1% |
| All | +415.5% | +71.5% | +344.0% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling