+39.6%
DUK vs SIMO
+312.7%
-273.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.6% |
| 7D | -0.1% | +14.5% | -14.6% | +0.3% |
| 30D | +0.2% | +20.4% | -20.2% | +0.8% |
| 3M | -1.9% | +7.1% | -9.0% | -1.4% |
| 6M | -6.5% | +129.2% | -135.8% | -4.4% |
| YTD | +5.4% | +201.9% | -196.5% | +8.4% |
| 1Y | +3.6% | +235.5% | -232.0% | +6.6% |
| 3Y | +48.1% | +463.8% | -415.7% | +52.5% |
| 5Y | +39.6% | +306.7% | -267.1% | +42.2% |
| All | +39.6% | +312.7% | -273.2% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling