-100.0%
DFNS vs SIMO
+154.7%
-254.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.2% | -16.4% | -11.8% |
| 7D | -44.0% | -22.0% | -22.0% | -45.7% |
| 30D | -69.1% | -43.0% | -26.1% | -71.2% |
| 3M | -95.6% | -39.1% | -56.5% | -95.9% |
| 6M | -96.2% | -33.3% | -62.9% | -96.3% |
| YTD | -99.6% | +77.0% | -176.6% | -99.6% |
| 1Y | -99.7% | +73.0% | -172.8% | -99.7% |
| 3Y | -100.0% | +215.7% | -315.7% | -100.0% |
| All | -100.0% | +154.7% | -254.6% | -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