+99.0%
SIMO vs DD
+27.9%
+71.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | +4.1% | +5.0% | -0.8% | +0.8% |
| 30D | -24.0% | +19.7% | -43.7% | -31.3% |
| 3M | -31.8% | +7.2% | -39.0% | -34.5% |
| 6M | -36.9% | +1.0% | -37.9% | -38.2% |
| YTD | +84.8% | +29.1% | +55.7% | +56.4% |
| 1Y | +99.0% | +28.5% | +70.5% | +68.7% |
| All | +99.0% | +27.9% | +71.1% | +68.7% |
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