+11.2%
SIMO vs XE
-63.2%
+74.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.2% |
| 7D | +4.1% | +6.2% | -2.1% | +2.6% |
| 30D | -24.0% | -4.8% | -19.2% | -23.3% |
| 3M | -31.8% | -51.3% | +19.5% | -24.9% |
| 6M | -36.9% | -64.2% | +27.4% | -38.0% |
| All | +11.2% | -63.2% | +74.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling