-9.5%
DASH vs SIMO
+328.9%
-338.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.2% |
| 7D | -4.5% | +4.1% | -8.7% | -5.2% |
| 30D | -6.8% | -24.0% | +17.2% | -3.8% |
| 3M | -20.7% | -31.8% | +11.1% | -17.8% |
| 6M | +15.1% | -36.9% | +51.9% | +16.7% |
| YTD | -24.3% | +84.8% | -109.1% | -45.1% |
| 1Y | -12.1% | +99.0% | -111.1% | -37.9% |
| 3Y | +91.1% | +217.9% | -126.9% | +11.7% |
| 5Y | -30.3% | +171.5% | -201.7% | -58.1% |
| All | -9.5% | +328.9% | -338.4% | -55.6% |
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