+270.1%
SIMO vs DG
-35.0%
+305.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.8% |
| 7D | +4.2% | +8.4% | -4.2% | +4.6% |
| 30D | +4.1% | +4.9% | -0.9% | +4.3% |
| 3M | -12.9% | +29.3% | -42.2% | -12.4% |
| 6M | +110.3% | -11.3% | +121.6% | +113.1% |
| YTD | +178.6% | +1.8% | +176.8% | +181.5% |
| 1Y | +220.0% | +25.3% | +194.7% | +222.2% |
| 3Y | +409.0% | +9.1% | +400.0% | +414.3% |
| All | +270.1% | -35.0% | +305.1% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling