+377.0%
DELL vs SIMO
+214.6%
+162.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.2% |
| 7D | -22.6% | -22.0% | -0.6% | -15.1% |
| 30D | -43.2% | -43.0% | -0.1% | -31.1% |
| 3M | -24.8% | -39.1% | +14.3% | -11.8% |
| 6M | +38.0% | -33.3% | +71.3% | +54.0% |
| YTD | +163.7% | +77.0% | +86.8% | +83.2% |
| 1Y | +122.5% | +73.0% | +49.5% | +56.3% |
| 3Y | +377.0% | +215.7% | +161.2% | +127.6% |
| All | +377.0% | +214.6% | +162.4% | +127.6% |
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 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