+225.0%
SIMO vs DG
+18.0%
+207.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +5.3% |
| 7D | +14.6% | -2.5% | +17.1% | +14.0% |
| 30D | +6.2% | +1.0% | +5.2% | +6.5% |
| 3M | +3.6% | +20.3% | -16.8% | +6.5% |
| 6M | +130.8% | -11.7% | +142.5% | +146.8% |
| YTD | +195.8% | -2.3% | +198.1% | +213.2% |
| 1Y | +225.0% | +20.0% | +205.0% | +233.0% |
| All | +225.0% | +18.0% | +207.0% | +233.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling