+62.8%
DOCS vs SIMO
+252.8%
-190.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.6% | +15.9% | +6.2% |
| 7D | +1.2% | -16.9% | +18.1% | +0.9% |
| 30D | +21.3% | -35.4% | +56.7% | +20.4% |
| 3M | +58.4% | -31.9% | +90.3% | +57.6% |
| 6M | +39.3% | -19.3% | +58.6% | +35.6% |
| YTD | -21.7% | +98.5% | -120.2% | -32.5% |
| 1Y | -47.3% | +100.5% | -147.8% | -54.7% |
| All | +62.8% | +252.8% | -190.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling