+3,578.9%
SIMO vs DGX
+516.6%
+3,062.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +14.6% | -0.3% | +14.9% | +14.7% |
| 30D | +6.2% | -1.2% | +7.4% | +6.6% |
| 3M | +3.6% | +19.9% | -16.3% | -3.1% |
| 6M | +130.8% | +19.2% | +111.6% | +114.9% |
| YTD | +195.8% | +37.5% | +158.3% | +160.9% |
| 1Y | +225.0% | +31.3% | +193.7% | +190.2% |
| 3Y | +452.3% | +96.6% | +355.7% | +315.5% |
| 5Y | +303.6% | +64.3% | +239.3% | +217.8% |
| 10Y | +528.8% | +241.1% | +287.7% | +235.6% |
| All | +3,578.9% | +516.6% | +3,062.3% | +1,343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DGX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling