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  • DOW vs SIMO✓SelectedUSD · SIMODOW vs SIMO performance historyLatest closeAs of-1.81%11/06
Stock and ETF performance explorer

DOW vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-4.9%
SIMO return
+370.0%
Excess return
-374.9%
Maximum drawdown
-64.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
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