+225.0%
SIMO vs DBX
+13.3%
+211.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +5.2% |
| 7D | +14.6% | -1.3% | +15.9% | +14.2% |
| 30D | +6.2% | -2.9% | +9.1% | +5.5% |
| 3M | +3.6% | +23.8% | -20.3% | +8.5% |
| 6M | +130.8% | +26.2% | +104.6% | +132.7% |
| YTD | +195.8% | +21.6% | +174.1% | +203.7% |
| 1Y | +225.0% | +11.4% | +213.6% | +239.7% |
| All | +225.0% | +13.3% | +211.7% | +239.7% |
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