+207.2%
CVX vs SIMO
+515.6%
-308.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | -0.1% |
| 7D | -0.6% | +14.6% | -15.2% | -2.2% |
| 30D | +13.4% | +6.2% | +7.2% | +12.2% |
| 3M | +11.8% | +3.6% | +8.3% | +9.5% |
| 6M | +12.4% | +130.8% | -118.3% | -3.8% |
| YTD | +41.5% | +195.8% | -154.3% | +15.2% |
| 1Y | +41.6% | +225.0% | -183.4% | +12.7% |
| 3Y | +42.2% | +452.3% | -410.1% | 0.0% |
| 5Y | +166.0% | +303.6% | -137.6% | +90.1% |
| 10Y | +207.2% | +528.8% | -321.6% | +82.2% |
| All | +207.2% | +515.6% | -308.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling