+3,365.1%
SIMO vs DVA
+700.0%
+2,665.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.4% |
| 7D | +4.2% | +1.8% | +2.4% | +3.8% |
| 30D | +4.1% | -2.5% | +6.6% | +4.6% |
| 3M | -12.9% | -4.3% | -8.6% | -12.5% |
| 6M | +110.3% | +18.9% | +91.5% | +97.8% |
| YTD | +178.6% | +61.9% | +116.6% | +138.4% |
| 1Y | +220.0% | +35.7% | +184.3% | +186.7% |
| 3Y | +409.0% | +78.6% | +330.4% | +301.7% |
| 5Y | +277.3% | +39.2% | +238.1% | +209.5% |
| 10Y | +506.6% | +184.0% | +322.6% | +242.4% |
| All | +3,365.1% | +700.0% | +2,665.1% | +1,098.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling