+233.6%
DIA vs SIMO
+405.9%
-172.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.9% |
| 7D | -0.9% | -22.0% | +21.0% | +1.6% |
| 30D | +0.3% | -43.0% | +43.3% | +6.3% |
| 3M | -4.5% | -39.1% | +34.6% | -0.4% |
| 6M | +3.4% | -33.3% | +36.6% | +4.8% |
| YTD | +7.8% | +77.0% | -69.2% | -7.9% |
| 1Y | +10.7% | +73.0% | -62.3% | -5.1% |
| 3Y | +57.5% | +215.7% | -158.2% | +18.8% |
| 5Y | +53.7% | +155.6% | -101.9% | +15.6% |
| All | +233.6% | +405.9% | -172.3% | +104.6% |
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