+596.0%
SIMO vs DTE
+137.8%
+458.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.6% | +7.5% |
| 7D | +11.0% | -2.6% | +13.6% | +11.6% |
| 30D | +17.9% | -4.4% | +22.3% | +19.0% |
| 3M | +3.9% | -8.3% | +12.2% | +5.7% |
| 6M | +131.0% | -8.1% | +139.1% | +134.1% |
| YTD | +209.3% | +4.4% | +204.9% | +203.4% |
| 1Y | +223.8% | +0.2% | +223.6% | +220.7% |
| 3Y | +479.2% | +42.6% | +436.6% | +419.6% |
| 5Y | +316.0% | +31.5% | +284.6% | +276.4% |
| All | +596.0% | +137.8% | +458.2% | +458.7% |
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