+351.3%
DAL vs SIMO
+1,415.3%
-1,064.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | -0.2% |
| 7D | +0.1% | +4.2% | -4.1% | -0.9% |
| 30D | -13.9% | +4.1% | -18.0% | -15.4% |
| 3M | +1.1% | -12.9% | +14.0% | +1.2% |
| 6M | +26.2% | +110.3% | -84.1% | -1.8% |
| YTD | +16.4% | +178.6% | -162.1% | -16.8% |
| 1Y | +33.9% | +220.0% | -186.1% | -8.1% |
| 3Y | +93.4% | +409.0% | -315.7% | +15.6% |
| 5Y | +106.4% | +277.3% | -171.0% | +26.9% |
| 10Y | +143.0% | +506.6% | -363.6% | +23.1% |
| All | +351.3% | +1,415.3% | -1,064.0% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling