+579.5%
SIMO vs XHB
+202.9%
+376.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.8% |
| 7D | +14.5% | -1.9% | +16.4% | +15.5% |
| 30D | +20.4% | -8.3% | +28.7% | +25.2% |
| 3M | +7.1% | -7.1% | +14.3% | +10.4% |
| 6M | +129.2% | -5.3% | +134.5% | +132.0% |
| YTD | +201.9% | -3.2% | +205.1% | +200.1% |
| 1Y | +235.5% | -13.9% | +249.4% | +253.7% |
| 3Y | +463.8% | +24.9% | +438.9% | +382.5% |
| 5Y | +306.7% | +34.5% | +272.2% | +229.2% |
| 10Y | +579.5% | +215.5% | +364.0% | +249.9% |
| All | +579.5% | +202.9% | +376.5% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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