+36.6%
DIS vs SIMO
+436.4%
-399.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.4% |
| 7D | +5.3% | -8.2% | +13.5% | +6.0% |
| 30D | +10.2% | -34.6% | +44.9% | +14.8% |
| 3M | +13.5% | -32.6% | +46.2% | +16.6% |
| 6M | +11.1% | -31.8% | +42.9% | +11.4% |
| YTD | +5.5% | +87.6% | -82.1% | -13.4% |
| 1Y | +9.1% | +86.7% | -77.5% | -10.5% |
| 3Y | +36.0% | +227.4% | -191.4% | -3.0% |
| 5Y | -29.8% | +173.0% | -202.8% | -50.1% |
| 10Y | +36.6% | +409.6% | -373.0% | -20.8% |
| All | +36.6% | +436.4% | -399.8% | -20.8% |
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 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