+33.8%
DIS vs SIMO
+418.6%
-384.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.1% |
| 7D | -2.6% | +4.2% | -6.8% | -2.8% |
| 30D | +3.5% | +4.1% | -0.6% | +3.2% |
| 3M | +6.8% | -12.9% | +19.7% | +6.9% |
| 6M | +3.0% | +110.3% | -107.4% | -7.3% |
| YTD | -6.7% | +178.6% | -185.3% | -20.6% |
| 1Y | -10.1% | +220.0% | -230.1% | -26.1% |
| All | +33.8% | +418.6% | -384.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling