-6.2%
DOW vs SIMO
+398.3%
-404.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.2% |
| 7D | -9.4% | -8.2% | -1.3% | -8.6% |
| 30D | +8.9% | -34.6% | +43.6% | +14.5% |
| 3M | +6.7% | -32.6% | +39.4% | +10.3% |
| 6M | -14.2% | -31.8% | +17.6% | -13.7% |
| YTD | +36.9% | +87.6% | -50.7% | +7.6% |
| 1Y | +45.8% | +86.7% | -40.9% | +14.5% |
| 3Y | -23.9% | +227.4% | -251.3% | -49.0% |
| 5Y | -30.8% | +173.0% | -203.8% | -54.4% |
| All | -6.2% | +398.3% | -404.5% | -56.2% |
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