+298.4%
SIMO vs DTE
+33.1%
+265.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.1% |
| 7D | +14.6% | +0.9% | +13.7% | +14.5% |
| 30D | +6.2% | -1.9% | +8.1% | +6.3% |
| 3M | +3.6% | -3.3% | +6.9% | +3.5% |
| 6M | +130.8% | -7.1% | +137.9% | +131.1% |
| YTD | +195.8% | +8.1% | +187.7% | +190.5% |
| 1Y | +225.0% | +5.3% | +219.7% | +220.4% |
| 3Y | +452.3% | +48.2% | +404.1% | +418.7% |
| All | +298.4% | +33.1% | +265.3% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling