+170.0%
SIMO vs EXEL
+281.2%
-111.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | -24.0% | +13.1% | -37.1% | -25.0% |
| 3M | -31.8% | +36.3% | -68.1% | -34.4% |
| 6M | -36.9% | +34.5% | -71.4% | -39.5% |
| YTD | +84.8% | +57.4% | +27.4% | +72.5% |
| 1Y | +99.0% | +62.9% | +36.1% | +84.7% |
| 3Y | +217.9% | +229.5% | -11.6% | +162.5% |
| All | +170.0% | +281.2% | -111.2% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling