+100.5%
SIMO vs DRI
+34.0%
+66.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.1% | -14.7% | -7.9% |
| 7D | -16.9% | +6.5% | -23.4% | -15.1% |
| 30D | -35.4% | +16.4% | -51.8% | -32.6% |
| 3M | -31.9% | +13.6% | -45.5% | -28.8% |
| 6M | -19.3% | +22.0% | -41.3% | -16.5% |
| YTD | +98.5% | +29.3% | +69.2% | +101.9% |
| 1Y | +100.5% | +32.0% | +68.5% | +102.7% |
| All | +100.5% | +34.0% | +66.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling