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  • SIMO vs EXEL✓SelectedUSD · EXELSIMO vs EXEL performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs EXEL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+528.8%
EXEL return
+380.2%
Excess return
+148.6%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioEXELExcessAlpha
1D+6.2%-2.3%+8.4%+6.4%
7D+14.6%+1.4%+13.2%+14.4%
30D+6.2%+6.7%-0.5%+5.3%
3M+3.6%+11.5%-7.9%+1.7%
6M+130.8%+38.8%+92.0%+119.6%
YTD+195.8%+31.6%+164.2%+183.7%
1Y+225.0%+53.0%+172.0%+205.3%
3Y+452.3%+160.8%+291.5%+377.0%
5Y+303.6%+190.1%+113.5%+239.4%
10Y+528.8%+367.0%+161.8%+421.6%
All+528.8%+380.2%+148.6%+421.6%

Cumulative growth

Daily Returns

Daily percentage return beside EXEL.

Daily Out/Under-Performance

Portfolio return minus EXEL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EXEL 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 EXEL 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