-5.9%
DT vs SIMO
+80.9%
-86.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +1.4% |
| 7D | -20.2% | -8.2% | -12.1% | -20.4% |
| 30D | -30.8% | -34.6% | +3.9% | -31.8% |
| 3M | -10.2% | -32.6% | +22.4% | -11.3% |
| 6M | +8.0% | -31.8% | +39.9% | +5.8% |
| YTD | +1.5% | +87.6% | -86.2% | -9.9% |
| All | -5.9% | +80.9% | -86.8% | -16.4% |
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 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