+175.0%
SIMO vs DVA
+67.5%
+107.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -1.6% |
| 7D | -16.0% | -1.6% | -14.4% | -16.0% |
| 30D | -35.8% | 0.0% | -35.8% | -35.8% |
| 3M | -26.5% | -2.4% | -24.1% | -26.5% |
| 6M | -33.0% | -9.8% | -23.3% | -32.7% |
| YTD | +84.3% | +57.8% | +26.5% | +76.7% |
| 1Y | +82.0% | +49.2% | +32.8% | +75.2% |
| 3Y | +218.5% | +116.0% | +102.5% | +189.7% |
| 5Y | +175.0% | +68.5% | +106.5% | +155.2% |
| All | +175.0% | +67.5% | +107.6% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling