+84.6%
SIMO vs DAR
+60.0%
+24.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +4.1% |
| 7D | -8.5% | -2.8% | -5.7% | -7.6% |
| 30D | -34.8% | -12.8% | -22.0% | -32.1% |
| 3M | -32.8% | -11.6% | -21.3% | -30.4% |
| 6M | -32.0% | -16.8% | -15.3% | -29.1% |
| YTD | +87.0% | +45.9% | +41.1% | +98.7% |
| All | +84.6% | +60.0% | +24.6% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling