+595.4%
SIMO vs DBX
+20.1%
+575.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.4% | +11.1% | +9.2% |
| 7D | +4.2% | -2.4% | +6.7% | +4.7% |
| 30D | +4.1% | -0.5% | +4.6% | +3.9% |
| 3M | -12.9% | +28.1% | -40.9% | -18.4% |
| 6M | +110.3% | +33.1% | +77.3% | +93.3% |
| YTD | +178.6% | +25.3% | +153.3% | +159.2% |
| 1Y | +220.0% | +18.3% | +201.6% | +201.0% |
| 3Y | +409.0% | +25.0% | +384.0% | +362.8% |
| 5Y | +277.3% | +7.5% | +269.8% | +247.6% |
| All | +595.4% | +20.1% | +575.2% | +448.5% |
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