+246.2%
DIA vs SIMO
+515.6%
-269.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.9% |
| 7D | +0.1% | +14.6% | -14.6% | -1.7% |
| 30D | -2.1% | +6.2% | -8.3% | -3.2% |
| 3M | +4.2% | +3.6% | +0.6% | +2.0% |
| 6M | +11.9% | +130.8% | -118.9% | -4.3% |
| YTD | +10.8% | +195.8% | -184.9% | -9.6% |
| 1Y | +17.5% | +225.0% | -207.5% | -6.1% |
| 3Y | +59.9% | +452.3% | -392.4% | +14.4% |
| 5Y | +64.1% | +303.6% | -239.5% | +19.3% |
| 10Y | +246.2% | +528.8% | -282.6% | +111.6% |
| All | +246.2% | +515.6% | -269.4% | +111.6% |
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