+13.7%
DT vs SIMO
-29.1%
+42.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -0.2% |
| 7D | -24.7% | -22.0% | -2.7% | -26.4% |
| 30D | -27.4% | -43.0% | +15.7% | -32.0% |
| 3M | -11.1% | -39.1% | +28.0% | -15.1% |
| 6M | +13.7% | -33.3% | +47.0% | +14.4% |
| All | +13.7% | -29.1% | +42.8% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling