+7,191.1%
SIMO vs DG
+612.5%
+6,578.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +4.5% |
| 7D | -22.0% | +1.1% | -23.1% | -22.2% |
| 30D | -43.0% | +9.5% | -52.6% | -44.0% |
| 3M | -39.1% | +5.5% | -44.6% | -40.0% |
| 6M | -33.3% | +16.1% | -49.4% | -35.8% |
| YTD | +77.0% | +2.7% | +74.3% | +73.8% |
| 1Y | +73.0% | +42.1% | +30.9% | +59.5% |
| 3Y | +215.7% | +19.3% | +196.5% | +189.2% |
| 5Y | +155.6% | -35.3% | +191.0% | +163.8% |
| 10Y | +388.4% | +123.9% | +264.4% | +246.8% |
| All | +7,191.1% | +612.5% | +6,578.6% | +3,249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling