+118.1%
DAL vs SIMO
+360.6%
-242.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.4% | +10.0% | -1.6% |
| 7D | +4.6% | -31.4% | +35.9% | +11.7% |
| 30D | +2.3% | -45.2% | +47.5% | +13.7% |
| 3M | -8.1% | -36.5% | +28.4% | -2.2% |
| 6M | +21.4% | -34.2% | +55.6% | +24.5% |
| YTD | +24.3% | +69.9% | -45.6% | -3.6% |
| 1Y | +47.4% | +60.4% | -13.0% | +15.9% |
| 3Y | +164.6% | +203.1% | -38.5% | +70.4% |
| 5Y | +100.2% | +145.4% | -45.2% | +30.0% |
| All | +118.1% | +360.6% | -242.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling