-37.4%
DOW vs SIMO
+269.6%
-307.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -3.9% |
| 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% | -19.6% |
| YTD | +30.2% | +178.6% | -148.4% | +5.8% |
| 1Y | +29.2% | +220.0% | -190.8% | +2.3% |
| 3Y | -36.7% | +409.0% | -445.7% | -54.7% |
| All | -37.4% | +269.6% | -307.0% | -54.0% |
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