+0.7%
DT vs SIMO
+235.9%
-235.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -3.0% |
| 7D | -4.9% | +14.6% | -19.5% | -4.5% |
| 30D | +2.7% | +6.2% | -3.5% | +2.9% |
| 3M | +20.0% | +3.6% | +16.4% | +19.4% |
| 6M | +28.0% | +130.8% | -102.8% | +18.2% |
| YTD | +16.0% | +195.8% | -179.7% | +2.7% |
| 1Y | +0.7% | +225.0% | -224.3% | -14.1% |
| All | +0.7% | +235.9% | -235.2% | -14.1% |
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