+392.0%
SIMO vs DVA
+199.8%
+192.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -1.4% |
| 7D | -16.0% | -1.6% | -14.4% | -16.0% |
| 30D | -35.8% | 0.0% | -35.8% | -35.9% |
| 3M | -26.5% | -2.4% | -24.1% | -26.6% |
| 6M | -33.0% | -9.8% | -23.3% | -32.7% |
| YTD | +84.3% | +57.8% | +26.5% | +71.2% |
| 1Y | +82.0% | +49.2% | +32.8% | +70.2% |
| 3Y | +218.5% | +116.0% | +102.5% | +175.8% |
| 5Y | +175.0% | +68.5% | +106.5% | +141.8% |
| All | +392.0% | +199.8% | +192.2% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling