+465.4%
SIMO vs DGX
+96.8%
+368.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +14.5% | -2.2% | +16.7% | +14.2% |
| 30D | +20.4% | -0.9% | +21.3% | +20.3% |
| 3M | +7.1% | +15.6% | -8.5% | +9.5% |
| 6M | +129.2% | +17.8% | +111.5% | +136.1% |
| YTD | +201.9% | +37.5% | +164.5% | +207.7% |
| 1Y | +235.5% | +31.2% | +204.4% | +242.4% |
| All | +465.4% | +96.8% | +368.6% | +485.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling