+145.4%
SIMO vs DOC
-22.1%
+167.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.2% | -14.1% | -14.3% |
| 7D | -31.4% | +6.2% | -37.6% | -32.2% |
| 30D | -45.2% | +6.5% | -51.6% | -46.0% |
| 3M | -36.5% | -6.2% | -30.3% | -35.7% |
| 6M | -34.2% | +25.6% | -59.8% | -39.4% |
| YTD | +69.9% | +32.1% | +37.8% | +54.0% |
| 1Y | +60.4% | +20.3% | +40.1% | +49.3% |
| 3Y | +203.1% | +42.7% | +160.4% | +166.0% |
| 5Y | +145.4% | -22.2% | +167.6% | +166.9% |
| All | +145.4% | -22.1% | +167.5% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling