+106.6%
EXE vs SIMO
+269.6%
-162.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -0.3% | +4.2% | -4.5% | -0.6% |
| 30D | +8.5% | +4.1% | +4.4% | +7.7% |
| 3M | +5.5% | -12.9% | +18.3% | +5.6% |
| 6M | -5.9% | +110.3% | -116.2% | -16.2% |
| YTD | -9.7% | +178.6% | -188.3% | -23.3% |
| 1Y | +3.6% | +220.0% | -216.4% | -14.1% |
| 3Y | +18.0% | +409.0% | -391.0% | -10.4% |
| All | +106.6% | +269.6% | -162.9% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling