+85.2%
SIMO vs DD
+31.6%
+53.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +1.8% |
| 7D | -8.2% | +9.8% | -18.0% | -12.8% |
| 30D | -34.6% | +19.3% | -54.0% | -40.7% |
| 3M | -32.6% | +9.4% | -42.0% | -36.0% |
| 6M | -31.8% | +4.8% | -36.6% | -34.3% |
| YTD | +87.6% | +30.2% | +57.4% | +57.4% |
| All | +85.2% | +31.6% | +53.7% | +55.3% |
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