+515.5%
SIMO vs DOC
-2.1%
+517.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.1% |
| 7D | +4.2% | -1.5% | +5.7% | +4.6% |
| 30D | +4.1% | -4.8% | +8.9% | +5.2% |
| 3M | -12.9% | +6.9% | -19.8% | -14.9% |
| 6M | +110.3% | +20.7% | +89.6% | +98.5% |
| YTD | +178.6% | +34.1% | +144.4% | +155.8% |
| 1Y | +220.0% | +22.6% | +197.3% | +200.5% |
| 3Y | +409.0% | +20.8% | +388.2% | +374.5% |
| 5Y | +277.3% | -24.9% | +302.2% | +290.6% |
| All | +515.5% | -2.1% | +517.5% | +542.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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