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  • SIMO vs DTE✓SelectedUSD · DTESIMO vs DTE performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
DTE return
+681.3%
Excess return
+2,683.7%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D+8.7%-0.7%+9.4%+9.0%
7D+4.2%+0.2%+4.1%+4.1%
30D+4.1%-2.6%+6.7%+5.3%
3M-12.9%-3.9%-9.0%-11.9%
6M+110.3%-7.9%+118.3%+115.8%
YTD+178.6%+7.2%+171.4%+167.1%
1Y+220.0%+3.1%+216.9%+211.6%
3Y+409.0%+47.6%+361.5%+314.1%
5Y+277.3%+32.7%+244.6%+214.9%
10Y+506.6%+138.8%+367.9%+238.6%
All+3,365.1%+681.3%+2,683.7%+682.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling