+429.7%
SIMO vs DG
+110.2%
+319.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | -25.4% | +8.6% | -34.0% | -25.9% |
| 3M | -17.8% | +15.0% | -32.8% | -18.8% |
| 6M | -29.6% | +32.7% | -62.2% | -31.8% |
| YTD | +100.3% | +5.5% | +94.8% | +99.0% |
| 1Y | +100.4% | +34.6% | +65.8% | +92.5% |
| 3Y | +246.1% | +24.2% | +221.8% | +226.4% |
| 5Y | +189.8% | -32.3% | +222.1% | +203.1% |
| All | +429.7% | +110.2% | +319.5% | +306.0% |
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