+82.0%
SIMO vs DD
+33.0%
+48.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.5% |
| 7D | -16.0% | +2.2% | -18.3% | -17.0% |
| 30D | -35.8% | +20.7% | -56.4% | -42.2% |
| 3M | -26.5% | +11.3% | -37.8% | -30.9% |
| 6M | -33.0% | +6.0% | -39.0% | -35.9% |
| YTD | +84.3% | +31.7% | +52.6% | +53.5% |
| 1Y | +82.0% | +32.2% | +49.7% | +51.4% |
| All | +82.0% | +33.0% | +48.9% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling