-38.7%
DOCS vs SIMO
+183.4%
-222.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.5% |
| 7D | -0.8% | -22.0% | +21.2% | +1.7% |
| 30D | +17.4% | -43.0% | +60.5% | +24.4% |
| 3M | +57.4% | -39.1% | +96.5% | +63.4% |
| 6M | +26.5% | -33.3% | +59.8% | +24.7% |
| YTD | -26.6% | +77.0% | -103.5% | -46.2% |
| 1Y | -48.1% | +73.0% | -121.1% | -61.7% |
| 3Y | +52.6% | +215.7% | -163.1% | -13.3% |
| 5Y | -52.1% | +155.6% | -207.7% | -71.8% |
| All | -38.7% | +183.4% | -222.0% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling