-31.2%
DIS vs SIMO
+144.7%
-175.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | -0.6% |
| 7D | +5.7% | -31.4% | +37.1% | +7.9% |
| 30D | +12.7% | -45.2% | +57.8% | +16.6% |
| 3M | +15.2% | -36.5% | +51.7% | +17.2% |
| 6M | +17.6% | -34.2% | +51.7% | +17.1% |
| YTD | +3.8% | +69.9% | -66.1% | -11.4% |
| 1Y | +6.8% | +60.4% | -53.6% | -8.1% |
| 3Y | +42.1% | +203.1% | -161.0% | +5.9% |
| 5Y | -31.2% | +145.4% | -176.6% | -48.9% |
| All | -31.2% | +144.7% | -175.8% | -48.9% |
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 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