+388.8%
SIMO vs DRI
+331.7%
+57.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +1.1% | +3.1% | +3.9% |
| 30D | -24.0% | +9.7% | -33.7% | -25.7% |
| 3M | -31.8% | +3.2% | -34.9% | -32.7% |
| 6M | -36.9% | +20.6% | -57.5% | -40.4% |
| YTD | +84.8% | +28.3% | +56.6% | +71.2% |
| 1Y | +99.0% | +34.5% | +64.5% | +81.9% |
| 3Y | +217.9% | +66.5% | +151.4% | +171.9% |
| 5Y | +171.5% | +79.6% | +91.8% | +124.6% |
| All | +388.8% | +331.7% | +57.0% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling