+2,198.9%
SIMO vs DGX
+582.2%
+1,616.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | +1.6% | +2.6% | +3.6% |
| 30D | -24.0% | +11.2% | -35.2% | -26.6% |
| 3M | -31.8% | +10.4% | -42.2% | -34.2% |
| 6M | -36.9% | +37.1% | -74.0% | -43.8% |
| YTD | +84.8% | +52.1% | +32.7% | +57.1% |
| 1Y | +99.0% | +40.7% | +58.3% | +73.7% |
| 3Y | +217.9% | +107.6% | +110.4% | +135.3% |
| 5Y | +171.5% | +90.6% | +80.9% | +102.2% |
| 10Y | +393.3% | +287.9% | +105.3% | +151.0% |
| All | +2,198.9% | +582.2% | +1,616.7% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling