+3,041.7%
DE vs SIMO
+2,171.3%
+870.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +3.3% | -16.0% | +19.3% | +6.1% |
| 30D | +10.7% | -35.8% | +46.5% | +18.1% |
| 3M | +13.1% | -26.5% | +39.6% | +16.6% |
| 6M | +20.2% | -33.0% | +53.2% | +23.3% |
| YTD | +48.9% | +84.3% | -35.5% | +22.7% |
| 1Y | +46.6% | +82.0% | -35.4% | +20.8% |
| 3Y | +91.4% | +218.5% | -127.1% | +37.9% |
| 5Y | +108.1% | +175.0% | -66.9% | +47.4% |
| 10Y | +782.7% | +407.5% | +375.2% | +425.9% |
| All | +3,041.7% | +2,171.3% | +870.4% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling