-51.1%
DOCS vs SIMO
+144.7%
-195.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.4% | +10.1% | -2.9% |
| 7D | -1.3% | -31.4% | +30.0% | +2.1% |
| 30D | +19.4% | -45.2% | +64.6% | +26.0% |
| 3M | +53.4% | -36.5% | +89.9% | +57.1% |
| 6M | +28.8% | -34.2% | +62.9% | +26.6% |
| YTD | -25.1% | +69.9% | -95.0% | -43.8% |
| 1Y | -48.1% | +60.4% | -108.6% | -60.5% |
| 3Y | +51.4% | +203.1% | -151.8% | -10.8% |
| 5Y | -51.1% | +145.4% | -196.5% | -68.8% |
| All | -51.1% | +144.7% | -195.8% | -68.8% |
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