+727.7%
DIA vs SIMO
+3,332.4%
-2,604.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.6% |
| 7D | -0.2% | +4.2% | -4.4% | -0.7% |
| 30D | -1.5% | +4.1% | -5.6% | -2.4% |
| 3M | +3.8% | -12.9% | +16.6% | +3.8% |
| 6M | +10.3% | +110.3% | -100.1% | -2.8% |
| YTD | +12.1% | +178.6% | -166.5% | -5.3% |
| 1Y | +18.6% | +220.0% | -201.3% | -1.9% |
| 3Y | +60.6% | +409.0% | -348.4% | +23.0% |
| 5Y | +64.4% | +277.3% | -212.9% | +27.5% |
| 10Y | +250.1% | +506.6% | -256.5% | +145.0% |
| All | +727.7% | +3,332.4% | -2,604.6% | +276.9% |
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