+417.8%
SIMO vs DTE
+151.2%
+266.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +14.9% | +3.2% | +11.7% | +14.1% |
| 30D | -27.0% | +8.5% | -35.5% | -28.3% |
| 3M | -25.4% | +1.3% | -26.7% | -25.6% |
| 6M | -30.3% | -0.7% | -29.6% | -30.4% |
| YTD | +95.8% | +10.6% | +85.1% | +89.4% |
| 1Y | +100.0% | +2.6% | +97.4% | +97.2% |
| 3Y | +238.3% | +56.5% | +181.7% | +195.8% |
| 5Y | +187.6% | +46.7% | +140.8% | +152.0% |
| All | +417.8% | +151.2% | +266.6% | +288.5% |
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