+1,441.1%
SIMO vs XHB
+182.7%
+1,258.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +3.7% |
| 7D | -8.2% | +1.3% | -9.5% | -9.1% |
| 30D | -34.6% | +11.8% | -46.4% | -39.2% |
| 3M | -32.6% | -3.8% | -28.8% | -31.9% |
| 6M | -31.8% | +4.1% | -35.9% | -34.5% |
| YTD | +87.6% | +4.0% | +83.7% | +77.3% |
| 1Y | +86.7% | +1.6% | +85.1% | +78.5% |
| 3Y | +227.4% | +43.2% | +184.3% | +150.8% |
| 5Y | +173.0% | +35.8% | +137.2% | +108.8% |
| 10Y | +409.6% | +259.3% | +150.3% | +104.5% |
| All | +1,441.1% | +182.7% | +1,258.4% | +450.0% |
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