-35.4%
DOW vs SIMO
+418.6%
-454.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -4.0% |
| 7D | -2.4% | +4.2% | -6.6% | -2.9% |
| 30D | +0.4% | +4.1% | -3.7% | -0.4% |
| 3M | -14.4% | -12.9% | -1.5% | -14.3% |
| 6M | -7.0% | +110.3% | -117.3% | -22.2% |
| YTD | +30.2% | +178.6% | -148.4% | -1.2% |
| 1Y | +29.2% | +220.0% | -190.8% | -6.2% |
| All | -35.4% | +418.6% | -454.0% | -61.8% |
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 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