+409.6%
SIMO vs DD
+105.4%
+304.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +3.2% |
| 7D | -8.2% | +9.8% | -18.0% | -11.4% |
| 30D | -34.6% | +19.3% | -54.0% | -39.1% |
| 3M | -32.6% | +9.4% | -42.0% | -34.8% |
| 6M | -31.8% | +4.8% | -36.6% | -32.9% |
| YTD | +87.6% | +30.2% | +57.4% | +68.3% |
| 1Y | +86.7% | +32.2% | +54.5% | +66.4% |
| 3Y | +227.4% | +93.1% | +134.3% | +150.3% |
| 5Y | +173.0% | +68.0% | +105.0% | +114.9% |
| 10Y | +409.6% | +98.5% | +311.2% | +297.4% |
| All | +409.6% | +105.4% | +304.3% | +297.4% |
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