+2,101.2%
SIMO vs BWA
+424.4%
+1,676.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.9% |
| 7D | -22.0% | -5.5% | -16.5% | -19.5% |
| 30D | -43.0% | -21.7% | -21.3% | -35.6% |
| 3M | -39.1% | -25.6% | -13.5% | -29.6% |
| 6M | -33.3% | -17.4% | -15.9% | -25.9% |
| YTD | +77.0% | +9.2% | +67.8% | +70.4% |
| 1Y | +73.0% | +9.7% | +63.3% | +65.8% |
| 3Y | +215.7% | +54.6% | +161.1% | +152.9% |
| 5Y | +155.6% | +26.8% | +128.9% | +114.1% |
| 10Y | +388.4% | +89.0% | +299.4% | +192.1% |
| All | +2,101.2% | +424.4% | +1,676.8% | +576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling