+217.9%
SIMO vs BWA
+64.0%
+154.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +4.1% | +4.3% | -0.2% | +1.8% |
| 30D | -24.0% | -13.0% | -11.0% | -17.4% |
| 3M | -31.8% | -24.8% | -6.9% | -19.6% |
| 6M | -36.9% | -23.5% | -13.4% | -26.0% |
| YTD | +84.8% | +13.8% | +71.0% | +78.7% |
| 1Y | +99.0% | +13.4% | +85.6% | +92.4% |
| 3Y | +217.9% | +62.8% | +155.2% | +150.5% |
| All | +217.9% | +64.0% | +154.0% | +150.5% |
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