+565.6%
SIMO vs DG
+108.0%
+457.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +6.5% |
| 7D | +14.6% | -2.5% | +17.1% | +14.8% |
| 30D | +6.2% | +1.0% | +5.2% | +6.1% |
| 3M | +3.6% | +20.3% | -16.8% | +1.4% |
| 6M | +130.8% | -11.7% | +142.5% | +133.8% |
| YTD | +195.8% | -2.3% | +198.1% | +195.9% |
| 1Y | +225.0% | +20.0% | +205.0% | +215.8% |
| 3Y | +452.3% | +7.2% | +445.1% | +432.0% |
| 5Y | +303.6% | -37.9% | +341.5% | +325.6% |
| All | +565.6% | +108.0% | +457.6% | +441.7% |
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