-5.2%
DASH vs SIMO
+310.6%
-315.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.8% |
| 7D | +0.4% | -22.0% | +22.4% | +3.7% |
| 30D | -6.0% | -43.0% | +37.0% | +1.5% |
| 3M | -15.8% | -39.1% | +23.4% | -11.0% |
| 6M | +7.0% | -33.3% | +40.2% | +6.6% |
| YTD | -20.7% | +77.0% | -97.6% | -42.1% |
| 1Y | -8.5% | +73.0% | -81.6% | -32.9% |
| 3Y | +101.8% | +215.7% | -113.9% | +17.5% |
| 5Y | -9.6% | +155.6% | -165.2% | -45.1% |
| All | -5.2% | +310.6% | -315.8% | -53.1% |
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