+46.6%
DE vs SIMO
+77.7%
-31.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +3.3% | -16.0% | +19.3% | +3.6% |
| 30D | +10.7% | -35.8% | +46.5% | +11.6% |
| 3M | +13.1% | -26.5% | +39.6% | +13.5% |
| 6M | +20.2% | -33.0% | +53.2% | +21.7% |
| YTD | +48.9% | +84.3% | -35.5% | +51.1% |
| 1Y | +46.6% | +82.0% | -35.4% | +48.8% |
| All | +46.6% | +77.7% | -31.1% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling