+96.4%
DE vs SIMO
+297.1%
-200.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.3% |
| 7D | +0.7% | +14.6% | -13.9% | -0.4% |
| 30D | +9.6% | +6.2% | +3.4% | +8.9% |
| 3M | +19.0% | +3.6% | +15.4% | +17.9% |
| 6M | +16.1% | +130.8% | -114.7% | +6.1% |
| YTD | +47.0% | +195.8% | -148.7% | +30.0% |
| 1Y | +43.1% | +225.0% | -181.9% | +24.6% |
| 3Y | +77.5% | +452.3% | -374.8% | +43.7% |
| 5Y | +96.4% | +303.6% | -207.2% | +58.9% |
| All | +96.4% | +297.1% | -200.8% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling