+223.8%
SIMO vs DGX
+32.7%
+191.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.6% | +8.1% |
| 7D | +11.0% | -0.9% | +11.9% | +10.4% |
| 30D | +17.9% | -1.2% | +19.0% | +17.2% |
| 3M | +3.9% | +15.8% | -11.9% | +13.7% |
| 6M | +131.0% | +18.2% | +112.9% | +160.7% |
| YTD | +209.3% | +37.2% | +172.1% | +253.7% |
| 1Y | +223.8% | +30.4% | +193.4% | +272.0% |
| All | +223.8% | +32.7% | +191.1% | +272.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling