+408.0%
SIMO vs DAR
+288.2%
+119.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +4.5% |
| 7D | -8.5% | -2.8% | -5.7% | -7.7% |
| 30D | -34.8% | -12.8% | -22.0% | -32.3% |
| 3M | -32.8% | -11.6% | -21.3% | -30.9% |
| 6M | -32.0% | -16.8% | -15.3% | -28.9% |
| YTD | +87.0% | +45.9% | +41.1% | +69.8% |
| 1Y | +86.1% | +61.5% | +24.6% | +64.4% |
| 3Y | +226.4% | +23.0% | +203.4% | +195.7% |
| 5Y | +172.1% | -35.8% | +208.0% | +184.5% |
| 10Y | +408.0% | +280.4% | +127.6% | +170.8% |
| All | +408.0% | +288.2% | +119.8% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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