+388.8%
SIMO vs DVA
+193.2%
+195.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.6% |
| 7D | +4.1% | -8.8% | +12.9% | +5.1% |
| 30D | -24.0% | -3.4% | -20.6% | -23.9% |
| 3M | -31.8% | -2.6% | -29.2% | -31.9% |
| 6M | -36.9% | -11.9% | -25.0% | -36.4% |
| YTD | +84.8% | +53.6% | +31.2% | +72.2% |
| 1Y | +99.0% | +41.9% | +57.1% | +87.3% |
| 3Y | +217.9% | +97.5% | +120.4% | +179.0% |
| 5Y | +171.5% | +65.0% | +106.5% | +139.1% |
| All | +388.8% | +193.2% | +195.6% | +305.2% |
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