+178.5%
EXE vs SIMO
+357.4%
-178.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -0.3% | +4.2% | -4.5% | -0.7% |
| 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% | -16.0% |
| YTD | -9.7% | +178.6% | -188.3% | -22.9% |
| 1Y | +3.6% | +220.0% | -216.4% | -13.6% |
| 3Y | +18.0% | +409.0% | -391.0% | -9.3% |
| 5Y | +109.4% | +277.3% | -167.9% | +64.0% |
| All | +178.5% | +357.4% | -178.9% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling