+175.0%
SIMO vs DTE
+45.8%
+129.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -16.0% | +3.5% | -19.5% | -16.1% |
| 30D | -35.8% | +9.5% | -45.3% | -36.0% |
| 3M | -26.5% | +2.5% | -29.0% | -26.4% |
| 6M | -33.0% | +0.6% | -33.6% | -33.1% |
| YTD | +84.3% | +10.5% | +73.9% | +81.2% |
| 1Y | +82.0% | +3.3% | +78.6% | +80.5% |
| 3Y | +218.5% | +56.3% | +162.2% | +197.7% |
| 5Y | +175.0% | +44.9% | +130.1% | +137.3% |
| All | +175.0% | +45.8% | +129.2% | +137.3% |
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