+409.6%
SIMO vs DG
+128.5%
+281.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.6% |
| 7D | -8.2% | +0.7% | -8.8% | -8.2% |
| 30D | -34.6% | +7.4% | -42.0% | -35.0% |
| 3M | -32.6% | +8.5% | -41.1% | -33.1% |
| 6M | -31.8% | +21.9% | -53.7% | -33.4% |
| YTD | +87.6% | +4.9% | +82.7% | +86.5% |
| 1Y | +86.7% | +40.4% | +46.3% | +78.3% |
| 3Y | +227.4% | +23.5% | +204.0% | +209.0% |
| 5Y | +173.0% | -32.3% | +205.3% | +185.0% |
| 10Y | +409.6% | +119.3% | +290.3% | +287.1% |
| All | +409.6% | +128.5% | +281.2% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling