+270.1%
SIMO vs DD
+61.3%
+208.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.4% | +8.5% |
| 7D | +4.2% | -3.5% | +7.7% | +6.0% |
| 30D | +4.1% | -10.3% | +14.4% | +9.4% |
| 3M | -12.9% | -7.5% | -5.3% | -9.7% |
| 6M | +110.3% | -8.0% | +118.4% | +117.7% |
| YTD | +178.6% | +10.5% | +168.1% | +165.3% |
| 1Y | +220.0% | +38.3% | +181.7% | +175.6% |
| 3Y | +409.0% | +42.5% | +366.5% | +328.8% |
| All | +270.1% | +61.3% | +208.8% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling