+270.1%
SIMO vs DRI
+72.9%
+197.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +4.2% | +0.6% | +3.7% | +4.1% |
| 30D | +4.1% | +3.8% | +0.2% | +3.2% |
| 3M | -12.9% | +13.0% | -25.9% | -16.0% |
| 6M | +110.3% | +8.3% | +102.0% | +104.7% |
| YTD | +178.6% | +20.6% | +158.0% | +162.5% |
| 1Y | +220.0% | +6.5% | +213.5% | +211.4% |
| 3Y | +409.0% | +53.7% | +355.3% | +341.3% |
| All | +270.1% | +72.9% | +197.2% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling