+220.0%
SIMO vs DBX
+20.4%
+199.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +8.0% |
| 7D | +4.2% | -2.4% | +6.7% | +3.6% |
| 30D | +4.1% | -0.5% | +4.6% | +4.2% |
| 3M | -12.9% | +28.1% | -40.9% | -8.1% |
| 6M | +110.3% | +33.1% | +77.3% | +113.7% |
| YTD | +178.6% | +25.3% | +153.3% | +188.6% |
| 1Y | +220.0% | +18.3% | +201.6% | +238.0% |
| All | +220.0% | +20.4% | +199.6% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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