+1,414.2%
SIMO vs XHB
+175.2%
+1,239.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.3% |
| 7D | -16.0% | +1.2% | -17.2% | -16.7% |
| 30D | -35.8% | +8.9% | -44.6% | -39.4% |
| 3M | -26.5% | -4.2% | -22.3% | -25.7% |
| 6M | -33.0% | +1.4% | -34.4% | -34.7% |
| YTD | +84.3% | +1.2% | +83.1% | +76.8% |
| 1Y | +82.0% | -1.3% | +83.3% | +76.8% |
| 3Y | +218.5% | +36.6% | +181.9% | +150.6% |
| 5Y | +175.0% | +34.3% | +140.8% | +111.5% |
| 10Y | +407.5% | +241.1% | +166.5% | +110.0% |
| All | +1,414.2% | +175.2% | +1,239.0% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling