+3,365.1%
SIMO vs DTE
+681.3%
+2,683.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 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