+81.7%
SIMO vs XE
-42.7%
+124.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.9% | +12.0% | +3.5% |
| 7D | +14.5% | -4.6% | +19.2% | +15.1% |
| 30D | +20.4% | -16.4% | +36.8% | +22.8% |
| 3M | +7.1% | -15.5% | +22.6% | +6.3% |
| All | +81.7% | -42.7% | +124.4% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling