-4.9%
DOW vs SIMO
+370.0%
-374.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.4% |
| 7D | -9.5% | -22.0% | +12.5% | -6.7% |
| 30D | +13.1% | -43.0% | +56.1% | +21.1% |
| 3M | +4.8% | -39.1% | +44.0% | +10.0% |
| 6M | -16.7% | -33.3% | +16.6% | -16.1% |
| YTD | +38.9% | +77.0% | -38.1% | +10.1% |
| 1Y | +48.3% | +73.0% | -24.7% | +18.0% |
| 3Y | -24.4% | +215.7% | -240.1% | -49.1% |
| 5Y | -29.2% | +155.6% | -184.8% | -52.9% |
| All | -4.9% | +370.0% | -374.9% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling