-29.5%
DOW vs SIMO
+154.7%
-184.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.2% |
| 7D | -9.5% | -22.0% | +12.5% | -7.8% |
| 30D | +13.1% | -43.0% | +56.1% | +18.1% |
| 3M | +4.8% | -39.1% | +44.0% | +8.1% |
| 6M | -16.7% | -33.3% | +16.6% | -16.5% |
| YTD | +38.9% | +77.0% | -38.1% | +16.0% |
| 1Y | +48.3% | +73.0% | -24.7% | +24.3% |
| 3Y | -24.4% | +215.7% | -240.1% | -44.2% |
| All | -29.5% | +154.7% | -184.2% | -49.0% |
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