+215.7%
SIMO vs XHB
+36.1%
+179.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.6% |
| 7D | -22.0% | +1.3% | -23.3% | -22.5% |
| 30D | -43.0% | +7.8% | -50.8% | -44.9% |
| 3M | -39.1% | -5.5% | -33.7% | -38.1% |
| 6M | -33.3% | -2.6% | -30.7% | -33.1% |
| YTD | +77.0% | +0.4% | +76.6% | +71.9% |
| 1Y | +73.0% | -1.0% | +74.0% | +69.0% |
| 3Y | +215.7% | +37.3% | +178.4% | +180.4% |
| All | +215.7% | +36.1% | +179.7% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling