+549.0%
SIMO vs DVA
+187.5%
+361.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +18.4% | +1.7% | +16.7% | +18.2% |
| 3M | +5.6% | -8.7% | +14.3% | +6.5% |
| 6M | +116.9% | +19.7% | +97.3% | +110.8% |
| YTD | +188.4% | +59.6% | +128.8% | +169.1% |
| 1Y | +221.3% | +37.1% | +184.2% | +205.6% |
| 3Y | +438.6% | +89.8% | +348.8% | +377.4% |
| 5Y | +287.9% | +47.4% | +240.5% | +251.5% |
| All | +549.0% | +187.5% | +361.5% | +410.1% |
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