-30.3%
SIMO vs DVA
-11.9%
-18.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.9% | -3.2% |
| 7D | +14.9% | -10.7% | +25.5% | +12.2% |
| 30D | -27.0% | -4.4% | -22.6% | -27.0% |
| 3M | -25.4% | -4.1% | -21.3% | -25.4% |
| 6M | -30.3% | -13.2% | -17.1% | -29.6% |
| All | -30.3% | -11.9% | -18.4% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling