+156.7%
SIMO vs XHB
+33.2%
+123.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | -22.0% | +1.3% | -23.3% | -22.7% |
| 30D | -43.0% | +7.8% | -50.8% | -45.1% |
| 3M | -39.1% | -5.5% | -33.7% | -38.2% |
| 6M | -33.3% | -2.6% | -30.7% | -33.3% |
| YTD | +77.0% | +0.4% | +76.6% | +72.2% |
| 1Y | +73.0% | -1.0% | +74.0% | +69.2% |
| 3Y | +215.7% | +37.3% | +178.4% | +164.5% |
| All | +156.7% | +33.2% | +123.5% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling