-99.9%
DFNS vs SIMO
+618.6%
-718.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | 0.0% |
| 7D | +0.8% | +14.6% | -13.8% | +2.7% |
| 30D | -73.2% | +6.2% | -79.4% | -73.1% |
| 3M | -72.4% | +3.6% | -76.0% | -72.2% |
| 6M | -95.2% | +130.8% | -226.0% | -94.7% |
| YTD | -98.0% | +195.8% | -293.7% | -97.7% |
| 1Y | -98.3% | +225.0% | -323.3% | -98.0% |
| 3Y | -99.9% | +452.3% | -552.2% | -99.8% |
| 5Y | -99.9% | +303.6% | -403.5% | -99.8% |
| All | -99.9% | +618.6% | -718.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling