+162.6%
DUK vs SIMO
+394.4%
-231.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.3% |
| 7D | +1.9% | +4.1% | -2.2% | +1.9% |
| 30D | +8.9% | -24.0% | +32.8% | +9.0% |
| 3M | +5.6% | -31.8% | +37.3% | +5.7% |
| 6M | +7.0% | -36.9% | +43.9% | +7.0% |
| YTD | +14.0% | +84.8% | -70.8% | +10.9% |
| 1Y | +9.1% | +99.0% | -89.9% | +5.8% |
| 3Y | +67.6% | +217.9% | -150.4% | +58.3% |
| 5Y | +56.6% | +171.5% | -114.9% | +47.1% |
| All | +162.6% | +394.4% | -231.8% | +126.3% |
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