+100.5%
SIMO vs DVA
+62.2%
+38.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.8% | -15.3% | -9.3% |
| 7D | -16.9% | +4.7% | -21.6% | -16.6% |
| 30D | -35.4% | +7.8% | -43.2% | -34.9% |
| 3M | -31.9% | -15.5% | -16.4% | -30.9% |
| 6M | -19.3% | +25.0% | -44.4% | -18.1% |
| YTD | +98.5% | +69.6% | +28.9% | +100.8% |
| 1Y | +100.5% | +60.6% | +39.9% | +101.7% |
| All | +100.5% | +62.2% | +38.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling