+431.3%
DIS vs SIMO
+3,332.4%
-2,901.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.9% |
| 7D | -2.6% | +4.2% | -6.8% | -3.2% |
| 30D | +3.5% | +4.1% | -0.6% | +2.4% |
| 3M | +6.8% | -12.9% | +19.7% | +6.5% |
| 6M | +3.0% | +110.3% | -107.4% | -11.9% |
| YTD | -6.7% | +178.6% | -185.3% | -24.3% |
| 1Y | -10.1% | +220.0% | -230.1% | -28.9% |
| 3Y | +33.0% | +409.0% | -376.0% | -4.1% |
| 5Y | -40.0% | +277.3% | -317.3% | -55.9% |
| 10Y | +21.1% | +506.6% | -485.6% | -21.3% |
| All | +431.3% | +3,332.4% | -2,901.1% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling