-100.0%
DFNS vs SIMO
+170.3%
-270.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | +0.1% | -6.0% |
| 7D | -6.0% | +4.1% | -10.1% | -5.6% |
| 30D | -71.2% | -24.0% | -47.2% | -72.2% |
| 3M | -94.5% | -31.8% | -62.8% | -94.8% |
| 6M | -96.5% | -36.9% | -59.7% | -96.7% |
| YTD | -99.6% | +84.8% | -184.4% | -99.6% |
| 1Y | -99.7% | +99.0% | -198.7% | -99.7% |
| 3Y | -100.0% | +217.9% | -317.9% | -100.0% |
| All | -100.0% | +170.3% | -270.3% | -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 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