+237.1%
DIA vs SIMO
+453.3%
-216.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.1% | -0.5% |
| 7D | -1.6% | +0.9% | -2.6% | -1.9% |
| 30D | +1.3% | -25.4% | +26.7% | +4.0% |
| 3M | -2.1% | -17.8% | +15.7% | -1.4% |
| 6M | +6.2% | -29.6% | +35.8% | +7.2% |
| YTD | +10.3% | +100.3% | -90.0% | -7.1% |
| 1Y | +11.0% | +100.4% | -89.4% | -6.7% |
| 3Y | +60.4% | +246.1% | -185.7% | +19.8% |
| 5Y | +59.1% | +189.8% | -130.7% | +17.8% |
| 10Y | +237.1% | +434.6% | -197.5% | +103.3% |
| All | +237.1% | +453.3% | -216.3% | +103.3% |
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