-10.8%
DOW vs SIMO
+639.9%
-650.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -4.4% |
| 7D | -2.4% | +4.2% | -6.6% | -3.1% |
| 30D | +0.4% | +4.1% | -3.7% | -0.8% |
| 3M | -14.4% | -12.9% | -1.5% | -14.5% |
| 6M | -7.0% | +110.3% | -117.3% | -24.0% |
| YTD | +30.2% | +178.6% | -148.4% | -1.5% |
| 1Y | +29.2% | +220.0% | -190.8% | -5.6% |
| 3Y | -36.7% | +409.0% | -445.7% | -59.6% |
| 5Y | -37.7% | +277.3% | -315.0% | -59.8% |
| All | -10.8% | +639.9% | -650.7% | -59.9% |
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