+434.6%
SIMO vs DVA
+206.9%
+227.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +8.4% |
| 7D | +0.9% | -4.8% | +5.7% | +1.4% |
| 30D | -25.4% | +0.9% | -26.3% | -25.6% |
| 3M | -17.8% | +2.9% | -20.6% | -18.4% |
| 6M | -29.6% | -7.8% | -21.8% | -29.4% |
| YTD | +100.3% | +61.5% | +38.8% | +85.6% |
| 1Y | +100.4% | +50.1% | +50.3% | +87.4% |
| 3Y | +246.1% | +121.1% | +125.0% | +199.0% |
| 5Y | +189.8% | +72.9% | +116.9% | +154.1% |
| 10Y | +434.6% | +208.2% | +226.4% | +336.3% |
| All | +434.6% | +206.9% | +227.7% | +336.3% |
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