+82.0%
SIMO vs DRI
+31.8%
+50.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.9% |
| 7D | -16.0% | +4.2% | -20.3% | -14.7% |
| 30D | -35.8% | +15.7% | -51.4% | -33.1% |
| 3M | -26.5% | +5.8% | -32.2% | -24.3% |
| 6M | -33.0% | +18.4% | -51.4% | -30.4% |
| YTD | +84.3% | +28.2% | +56.1% | +87.2% |
| 1Y | +82.0% | +35.9% | +46.1% | +82.2% |
| All | +82.0% | +31.8% | +50.2% | +82.2% |
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