-24.4%
DOW vs SIMO
+214.6%
-238.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.1% |
| 7D | -9.5% | -22.0% | +12.5% | -7.9% |
| 30D | +13.1% | -43.0% | +56.1% | +17.8% |
| 3M | +4.8% | -39.1% | +44.0% | +7.9% |
| 6M | -16.7% | -33.3% | +16.6% | -17.0% |
| YTD | +38.9% | +77.0% | -38.1% | +8.4% |
| 1Y | +48.3% | +73.0% | -24.7% | +16.3% |
| 3Y | -24.4% | +215.7% | -240.1% | -53.1% |
| All | -24.4% | +214.6% | -238.9% | -53.1% |
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 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