+2,101.2%
SIMO vs DAR
+1,196.9%
+904.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | -22.0% | -9.9% | -12.1% | -19.4% |
| 30D | -43.0% | -16.4% | -26.7% | -39.9% |
| 3M | -39.1% | -17.1% | -22.1% | -35.9% |
| 6M | -33.3% | -20.5% | -12.8% | -28.8% |
| YTD | +77.0% | +39.4% | +37.6% | +59.8% |
| 1Y | +73.0% | +57.2% | +15.8% | +50.6% |
| 3Y | +215.7% | +13.9% | +201.9% | +187.2% |
| 5Y | +155.6% | -40.8% | +196.5% | +170.6% |
| 10Y | +388.4% | +276.2% | +112.1% | +168.2% |
| All | +2,101.2% | +1,196.9% | +904.3% | +714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling