+235.5%
SIMO vs DVA
+36.0%
+199.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.0% |
| 7D | +14.5% | +2.0% | +12.5% | +14.4% |
| 30D | +20.4% | -0.4% | +20.8% | +20.4% |
| 3M | +7.1% | -7.7% | +14.8% | +7.8% |
| 6M | +129.2% | +20.0% | +109.3% | +129.4% |
| YTD | +201.9% | +61.1% | +140.9% | +201.4% |
| 1Y | +235.5% | +33.9% | +201.6% | +244.0% |
| All | +235.5% | +36.0% | +199.5% | +244.0% |
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