+156.7%
SIMO vs DRI
+74.0%
+82.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | -22.0% | +2.8% | -24.8% | -22.5% |
| 30D | -43.0% | +13.3% | -56.3% | -44.5% |
| 3M | -39.1% | +8.2% | -47.3% | -40.3% |
| 6M | -33.3% | +17.5% | -50.8% | -36.4% |
| YTD | +77.0% | +26.9% | +50.1% | +64.5% |
| 1Y | +73.0% | +31.6% | +41.4% | +58.9% |
| 3Y | +215.7% | +67.0% | +148.8% | +166.5% |
| All | +156.7% | +74.0% | +82.7% | +117.5% |
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