+2,101.2%
SIMO vs DD
+232.9%
+1,868.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | -22.0% | +4.6% | -26.6% | -23.5% |
| 30D | -43.0% | +11.8% | -54.8% | -46.0% |
| 3M | -39.1% | +2.2% | -41.3% | -39.4% |
| 6M | -33.3% | -1.6% | -31.6% | -32.4% |
| YTD | +77.0% | +23.0% | +54.0% | +58.9% |
| 1Y | +73.0% | +26.9% | +46.1% | +52.8% |
| 3Y | +215.7% | +77.9% | +137.8% | +131.8% |
| 5Y | +155.6% | +59.9% | +95.7% | +91.4% |
| 10Y | +388.4% | +90.1% | +298.3% | +196.4% |
| All | +2,101.2% | +232.9% | +1,868.3% | +653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling