+452.3%
SIMO vs DVA
+88.7%
+363.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.2% |
| 7D | +14.6% | +2.2% | +12.4% | +14.5% |
| 30D | +6.2% | -2.0% | +8.2% | +6.3% |
| 3M | +3.6% | -6.3% | +9.8% | +3.9% |
| 6M | +130.8% | +19.4% | +111.3% | +129.9% |
| YTD | +195.8% | +58.5% | +137.3% | +192.9% |
| 1Y | +225.0% | +33.9% | +191.1% | +223.4% |
| 3Y | +452.3% | +88.4% | +363.9% | +438.2% |
| All | +452.3% | +88.7% | +363.6% | +438.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling