+549.0%
SIMO vs DGX
+249.5%
+299.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.6% | -4.2% |
| 7D | +12.5% | -3.5% | +16.0% | +13.1% |
| 30D | +18.4% | -2.7% | +21.1% | +18.9% |
| 3M | +5.6% | +13.9% | -8.3% | +3.3% |
| 6M | +116.9% | +16.0% | +100.9% | +110.9% |
| YTD | +188.4% | +34.9% | +153.5% | +171.3% |
| 1Y | +221.3% | +30.6% | +190.7% | +203.5% |
| 3Y | +438.6% | +93.0% | +345.6% | +360.5% |
| 5Y | +287.9% | +64.4% | +223.5% | +240.2% |
| All | +549.0% | +249.5% | +299.5% | +374.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling