-99.9%
DFNS vs SIMO
+576.9%
-676.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | +1.7% |
| 7D | -16.0% | +4.2% | -20.2% | -15.5% |
| 30D | -77.7% | +4.1% | -81.8% | -77.6% |
| 3M | -77.2% | -12.9% | -64.3% | -77.4% |
| 6M | -95.2% | +110.3% | -205.5% | -94.7% |
| YTD | -98.0% | +178.6% | -276.5% | -97.7% |
| 1Y | -98.3% | +220.0% | -318.3% | -98.0% |
| 3Y | -99.9% | +409.0% | -508.9% | -99.8% |
| 5Y | -99.9% | +277.3% | -377.2% | -99.8% |
| All | -99.9% | +576.9% | -676.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling