+452.3%
SIMO vs DTE
+48.7%
+403.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.2% |
| 7D | +14.6% | +0.9% | +13.7% | +14.6% |
| 30D | +6.2% | -1.9% | +8.1% | +6.2% |
| 3M | +3.6% | -3.3% | +6.9% | +3.1% |
| 6M | +130.8% | -7.1% | +137.9% | +129.7% |
| YTD | +195.8% | +8.1% | +187.7% | +190.1% |
| 1Y | +225.0% | +5.3% | +219.7% | +219.9% |
| 3Y | +452.3% | +48.2% | +404.1% | +424.6% |
| All | +452.3% | +48.7% | +403.6% | +424.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling