+863.5%
DE vs SIMO
+548.4%
+315.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -3.0% | +14.5% | -17.5% | -5.1% |
| 30D | +11.1% | +20.4% | -9.3% | +7.7% |
| 3M | +17.6% | +7.1% | +10.5% | +14.5% |
| 6M | +13.6% | +129.2% | -115.7% | -4.9% |
| YTD | +46.3% | +201.9% | -155.7% | +15.0% |
| 1Y | +44.2% | +235.5% | -191.3% | +10.2% |
| 3Y | +76.6% | +463.8% | -387.3% | +18.4% |
| 5Y | +98.2% | +306.7% | -208.5% | +35.5% |
| 10Y | +863.5% | +579.5% | +284.1% | +417.7% |
| All | +863.5% | +548.4% | +315.1% | +417.7% |
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 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