+75.5%
DE vs SIMO
+432.2%
-356.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.9% |
| 7D | +10.0% | +4.2% | +5.8% | +9.6% |
| 30D | +13.3% | +4.1% | +9.2% | +12.7% |
| 3M | +17.5% | -12.9% | +30.4% | +18.1% |
| 6M | +13.6% | +110.3% | -96.8% | +3.1% |
| YTD | +49.8% | +178.6% | -128.8% | +28.5% |
| 1Y | +47.9% | +220.0% | -172.1% | +22.5% |
| All | +75.5% | +432.2% | -356.7% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling