+419.3%
SIMO vs DBX
+26.9%
+392.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +8.8% |
| 7D | +4.2% | -2.4% | +6.7% | +4.3% |
| 30D | +4.1% | -0.5% | +4.6% | +4.0% |
| 3M | -12.9% | +28.1% | -40.9% | -15.8% |
| 6M | +110.3% | +33.1% | +77.3% | +98.8% |
| YTD | +178.6% | +25.3% | +153.3% | +167.1% |
| 1Y | +220.0% | +18.3% | +201.6% | +210.4% |
| All | +419.3% | +26.9% | +392.4% | +377.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling