+187.4%
SIMO vs DOC
-22.8%
+210.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -10.2% |
| 7D | -16.9% | +8.7% | -25.6% | -18.3% |
| 30D | -35.4% | +7.6% | -43.0% | -36.5% |
| 3M | -31.9% | -5.3% | -26.6% | -31.2% |
| 6M | -19.3% | +27.6% | -46.9% | -26.0% |
| YTD | +98.5% | +32.4% | +66.1% | +79.8% |
| 1Y | +100.5% | +22.9% | +77.7% | +85.5% |
| 3Y | +254.1% | +43.1% | +211.0% | +210.6% |
| 5Y | +187.4% | -21.4% | +208.8% | +211.0% |
| All | +187.4% | -22.8% | +210.2% | +211.0% |
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