+388.8%
SIMO vs DTE
+152.1%
+236.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +3.4% | +0.7% | +3.4% |
| 30D | -24.0% | +8.9% | -32.9% | -25.4% |
| 3M | -31.8% | +1.1% | -32.8% | -32.0% |
| 6M | -36.9% | +0.1% | -37.0% | -37.1% |
| YTD | +84.8% | +11.1% | +73.8% | +78.7% |
| 1Y | +99.0% | +4.9% | +94.0% | +95.1% |
| 3Y | +217.9% | +58.6% | +159.4% | +177.1% |
| 5Y | +171.5% | +47.3% | +124.2% | +137.7% |
| All | +388.8% | +152.1% | +236.7% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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