+653.7%
SIMO vs DBX
+19.3%
+634.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.7% |
| 7D | +14.5% | +0.3% | +14.2% | +14.3% |
| 30D | +20.4% | 0.0% | +20.4% | +20.1% |
| 3M | +7.1% | +26.1% | -19.0% | +0.6% |
| 6M | +129.2% | +29.4% | +99.9% | +112.0% |
| YTD | +201.9% | +24.4% | +177.5% | +181.2% |
| 1Y | +235.5% | +10.9% | +224.6% | +220.5% |
| 3Y | +463.8% | +24.1% | +439.8% | +413.2% |
| 5Y | +306.7% | +7.8% | +298.9% | +274.3% |
| All | +653.7% | +19.3% | +634.4% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling