+73.1%
CVX vs SIMO
+221.6%
-148.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.7% |
| 7D | +3.4% | +4.1% | -0.7% | +3.3% |
| 30D | -1.0% | -24.0% | +23.0% | -0.6% |
| 3M | +12.2% | -31.8% | +44.0% | +12.6% |
| 6M | +20.3% | -36.9% | +57.2% | +20.3% |
| YTD | +48.3% | +84.8% | -36.5% | +37.9% |
| 1Y | +46.9% | +99.0% | -52.1% | +35.5% |
| 3Y | +73.1% | +217.9% | -144.8% | +42.0% |
| All | +73.1% | +221.6% | -148.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling