+782.7%
DE vs SIMO
+395.4%
+387.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +3.3% | -16.0% | +19.3% | +5.5% |
| 30D | +10.7% | -35.8% | +46.5% | +16.8% |
| 3M | +13.1% | -26.5% | +39.6% | +15.9% |
| 6M | +20.2% | -33.0% | +53.2% | +22.8% |
| YTD | +48.9% | +84.3% | -35.5% | +23.5% |
| 1Y | +46.6% | +82.0% | -35.4% | +21.6% |
| 3Y | +91.4% | +218.5% | -127.1% | +37.4% |
| 5Y | +108.1% | +175.0% | -66.9% | +45.7% |
| 10Y | +782.7% | +407.5% | +375.2% | +382.3% |
| All | +782.7% | +395.4% | +387.3% | +382.3% |
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