+198.6%
CVX vs SIMO
+436.4%
-237.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.5% | -1.5% |
| 7D | -7.5% | -8.2% | +0.7% | -6.8% |
| 30D | -0.6% | -34.6% | +34.0% | +3.4% |
| 3M | +14.0% | -32.6% | +46.6% | +17.1% |
| 6M | +18.1% | -31.8% | +50.0% | +19.0% |
| YTD | +42.2% | +87.6% | -45.5% | +19.8% |
| 1Y | +41.3% | +86.7% | -45.3% | +19.1% |
| 3Y | +68.3% | +227.4% | -159.1% | +23.8% |
| 5Y | +122.0% | +173.0% | -51.0% | +61.2% |
| 10Y | +198.6% | +409.6% | -211.1% | +66.3% |
| All | +198.6% | +436.4% | -237.8% | +66.3% |
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