-29.5%
DIS vs SIMO
+171.3%
-200.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +4.4% | -16.0% | +20.4% | +5.4% |
| 30D | +10.3% | -35.8% | +46.1% | +13.0% |
| 3M | +15.5% | -26.5% | +42.0% | +16.4% |
| 6M | +11.2% | -33.0% | +44.2% | +11.0% |
| YTD | +5.6% | +84.3% | -78.8% | -10.4% |
| 1Y | +7.7% | +82.0% | -74.2% | -8.4% |
| 3Y | +39.3% | +218.5% | -179.2% | +3.8% |
| 5Y | -29.5% | +175.0% | -204.5% | -48.0% |
| All | -29.5% | +171.3% | -200.8% | -48.0% |
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