+417.8%
SIMO vs DD
+98.3%
+319.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +14.9% | +6.7% | +8.1% | +11.7% |
| 30D | -27.0% | +19.4% | -46.4% | -32.0% |
| 3M | -25.4% | +7.6% | -33.0% | -27.3% |
| 6M | -30.3% | +2.9% | -33.1% | -30.9% |
| YTD | +95.8% | +29.9% | +65.9% | +75.7% |
| 1Y | +100.0% | +28.6% | +71.4% | +80.2% |
| 3Y | +238.3% | +90.0% | +148.3% | +159.9% |
| 5Y | +187.6% | +68.1% | +119.4% | +126.1% |
| All | +417.8% | +98.3% | +319.4% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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