+41.5%
DRAM vs SIMO
+47.7%
-6.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.1% |
| 7D | -18.2% | -22.0% | +3.8% | -7.6% |
| 30D | -34.5% | -43.0% | +8.5% | -15.2% |
| 3M | -23.6% | -39.1% | +15.5% | -5.2% |
| 6M | -19.3% | -33.3% | +14.0% | +3.5% |
| All | +41.5% | +47.7% | -6.1% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling