+270.1%
SIMO vs BWA
+91.4%
+178.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +7.5% |
| 7D | +4.2% | +5.7% | -1.4% | +1.9% |
| 30D | +4.1% | +1.4% | +2.7% | +3.4% |
| 3M | -12.9% | -12.1% | -0.8% | -8.1% |
| 6M | +110.3% | +28.6% | +81.8% | +92.3% |
| YTD | +178.6% | +51.1% | +127.5% | +138.3% |
| 1Y | +220.0% | +55.9% | +164.1% | +170.2% |
| 3Y | +409.0% | +70.1% | +338.9% | +301.2% |
| All | +270.1% | +91.4% | +178.7% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling