+360.1%
SIMO vs DBX
+11.7%
+348.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -16.0% | -7.3% | -8.7% | -15.1% |
| 30D | -35.8% | -5.7% | -30.1% | -35.4% |
| 3M | -26.5% | -6.3% | -20.1% | -26.5% |
| 6M | -33.0% | +12.1% | -45.1% | -36.5% |
| YTD | +84.3% | +16.5% | +67.8% | +72.0% |
| 1Y | +82.0% | +6.1% | +75.9% | +73.5% |
| 3Y | +218.5% | +21.8% | +196.7% | +187.3% |
| 5Y | +175.0% | +19.1% | +155.9% | +144.5% |
| All | +360.1% | +11.7% | +348.4% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling