-31.9%
DIS vs SIMO
+154.7%
-186.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.7% |
| 7D | +5.2% | -22.0% | +27.2% | +6.6% |
| 30D | +11.5% | -43.0% | +54.5% | +15.1% |
| 3M | +11.5% | -39.1% | +50.7% | +14.0% |
| 6M | +8.9% | -33.3% | +42.2% | +8.5% |
| YTD | +3.4% | +77.0% | -73.6% | -12.0% |
| 1Y | +7.2% | +73.0% | -65.8% | -8.5% |
| 3Y | +43.3% | +215.7% | -172.4% | +6.5% |
| All | -31.9% | +154.7% | -186.6% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling