+100.5%
SIMO vs XME
+5.2%
+95.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -8.9% |
| 7D | -16.9% | -5.5% | -11.4% | -13.4% |
| 30D | -35.4% | -11.1% | -24.3% | -29.6% |
| 3M | -31.9% | -11.1% | -20.7% | -26.1% |
| 6M | -19.3% | -18.0% | -1.3% | -8.2% |
| YTD | +98.5% | -7.4% | +105.8% | +102.4% |
| 1Y | +100.5% | +6.7% | +93.8% | +82.2% |
| All | +100.5% | +5.2% | +95.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling