+170.0%
SIMO vs DG
-35.8%
+205.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.6% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -24.0% | +3.2% | -27.2% | -23.6% |
| 3M | -31.8% | +10.4% | -42.2% | -31.1% |
| 6M | -36.9% | +33.2% | -70.0% | -36.2% |
| YTD | +84.8% | +3.0% | +81.9% | +87.9% |
| 1Y | +99.0% | +31.2% | +67.8% | +101.5% |
| 3Y | +217.9% | +21.8% | +196.1% | +222.5% |
| All | +170.0% | -35.8% | +205.8% | +180.1% |
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 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