+434.6%
SIMO vs DTE
+151.0%
+283.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +0.9% | +1.6% | -0.6% | +0.7% |
| 30D | -25.4% | +9.1% | -34.5% | -26.8% |
| 3M | -17.8% | +2.4% | -20.2% | -18.2% |
| 6M | -29.6% | -0.2% | -29.3% | -29.8% |
| YTD | +100.3% | +11.0% | +89.3% | +93.6% |
| 1Y | +100.4% | +3.4% | +97.0% | +97.2% |
| 3Y | +246.1% | +57.1% | +189.0% | +202.4% |
| 5Y | +189.8% | +46.6% | +143.3% | +154.1% |
| 10Y | +434.6% | +151.3% | +283.3% | +300.7% |
| All | +434.6% | +151.0% | +283.6% | +300.7% |
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