+3,365.1%
SIMO vs DD
+199.0%
+3,166.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.4% | +8.5% |
| 7D | +4.2% | -3.5% | +7.7% | +6.2% |
| 30D | +4.1% | -10.3% | +14.4% | +10.1% |
| 3M | -12.9% | -7.5% | -5.3% | -9.3% |
| 6M | +110.3% | -8.0% | +118.4% | +118.3% |
| YTD | +178.6% | +10.5% | +168.1% | +163.1% |
| 1Y | +220.0% | +38.3% | +181.7% | +169.3% |
| 3Y | +409.0% | +42.5% | +366.5% | +314.8% |
| 5Y | +277.3% | +60.2% | +217.1% | +178.7% |
| 10Y | +506.6% | +68.9% | +437.8% | +289.8% |
| All | +3,365.1% | +199.0% | +3,166.1% | +1,147.1% |
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