+84.4%
DT vs SIMO
+470.6%
-386.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.3% |
| 7D | -20.2% | -8.5% | -11.8% | -19.5% |
| 30D | -30.8% | -34.8% | +4.1% | -26.5% |
| 3M | -10.2% | -32.8% | +22.6% | -6.7% |
| 6M | +8.0% | -32.0% | +40.1% | +7.8% |
| YTD | +1.5% | +87.0% | -85.6% | -25.3% |
| 1Y | -6.9% | +86.1% | -93.0% | -31.6% |
| 3Y | -10.9% | +226.4% | -237.3% | -47.1% |
| 5Y | -42.2% | +172.1% | -214.3% | -66.3% |
| All | +84.4% | +470.6% | -386.2% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling