+179.3%
EXE vs SIMO
+385.6%
-206.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.2% |
| 7D | -1.8% | +14.6% | -16.4% | -3.0% |
| 30D | +6.4% | +6.2% | +0.2% | +5.5% |
| 3M | +9.2% | +3.6% | +5.7% | +7.6% |
| 6M | -7.0% | +130.8% | -137.8% | -17.7% |
| YTD | -9.5% | +195.8% | -205.2% | -23.1% |
| 1Y | +6.2% | +225.0% | -218.8% | -11.3% |
| 3Y | +20.7% | +452.3% | -431.6% | -8.0% |
| 5Y | +103.6% | +303.6% | -200.0% | +58.6% |
| All | +179.3% | +385.6% | -206.3% | +110.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling