-100.0%
DFNS vs SIMO
+347.9%
-447.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.7% | +14.6% | +12.7% |
| 7D | -37.0% | -16.0% | -20.9% | -38.2% |
| 30D | -63.4% | -35.8% | -27.6% | -65.1% |
| 3M | -94.1% | -26.5% | -67.6% | -94.2% |
| 6M | -96.3% | -33.0% | -63.3% | -96.4% |
| YTD | -99.6% | +84.3% | -183.9% | -99.5% |
| 1Y | -99.7% | +82.0% | -181.7% | -99.7% |
| 3Y | -100.0% | +218.5% | -318.5% | -100.0% |
| 5Y | -100.0% | +175.0% | -275.0% | -100.0% |
| All | -100.0% | +347.9% | -447.9% | -100.0% |
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