+29.4%
DOW vs SIMO
+235.9%
-206.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | +0.3% |
| 7D | -2.9% | +14.6% | -17.5% | -3.3% |
| 30D | +2.0% | +6.2% | -4.3% | +1.7% |
| 3M | -12.5% | +3.6% | -16.1% | -13.1% |
| 6M | -9.2% | +130.8% | -140.0% | -16.3% |
| YTD | +30.8% | +195.8% | -165.0% | +8.7% |
| 1Y | +29.4% | +225.0% | -195.6% | +3.7% |
| All | +29.4% | +235.9% | -206.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling