+7.0%
DUK vs SIMO
-35.7%
+42.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +0.9% |
| 7D | +1.9% | +4.1% | -2.2% | +2.2% |
| 30D | +8.9% | -24.0% | +32.8% | +7.5% |
| 3M | +5.6% | -31.8% | +37.3% | +4.1% |
| 6M | +7.0% | -36.9% | +43.9% | +5.2% |
| All | +7.0% | -35.7% | +42.7% | +5.2% |
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 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