+122.8%
DAL vs SIMO
+379.7%
-256.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.4% |
| 7D | +8.8% | -22.0% | +30.8% | +13.4% |
| 30D | +5.4% | -43.0% | +48.4% | +16.2% |
| 3M | -4.9% | -39.1% | +34.2% | +2.2% |
| 6M | +19.8% | -33.3% | +53.1% | +22.7% |
| YTD | +27.0% | +77.0% | -50.0% | -2.2% |
| 1Y | +52.5% | +73.0% | -20.6% | +17.9% |
| 3Y | +173.8% | +215.7% | -41.9% | +74.9% |
| 5Y | +104.5% | +155.6% | -51.1% | +31.7% |
| All | +122.8% | +379.7% | -256.9% | +11.0% |
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