+125.9%
DUK vs SIMO
+557.5%
-431.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.8% |
| 7D | -1.7% | +12.5% | -14.2% | -1.8% |
| 30D | -2.2% | +18.4% | -20.7% | -2.4% |
| 3M | -3.7% | +5.6% | -9.3% | -3.9% |
| 6M | -6.3% | +116.9% | -123.3% | -8.1% |
| YTD | +4.5% | +188.4% | -183.9% | +1.7% |
| 1Y | +1.8% | +221.3% | -219.4% | -1.4% |
| 3Y | +46.8% | +438.6% | -391.7% | +38.3% |
| 5Y | +40.2% | +287.9% | -247.7% | +32.9% |
| All | +125.9% | +557.5% | -431.6% | +94.1% |
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 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