+45.6%
DE vs SIMO
+220.5%
-174.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | -2.4% | +12.5% | -14.9% | -2.8% |
| 30D | +9.7% | +18.4% | -8.7% | +9.1% |
| 3M | +21.4% | +5.6% | +15.8% | +21.5% |
| 6M | +15.0% | +116.9% | -101.9% | +14.6% |
| YTD | +46.4% | +188.4% | -142.0% | +43.5% |
| 1Y | +45.6% | +221.3% | -175.6% | +42.6% |
| All | +45.6% | +220.5% | -174.8% | +42.6% |
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 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