+407.5%
SIMO vs XME
+270.2%
+137.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -16.0% | -0.2% | -15.9% | -15.6% |
| 30D | -35.8% | -9.2% | -26.6% | -32.3% |
| 3M | -26.5% | -17.8% | -8.7% | -18.9% |
| 6M | -33.0% | -20.0% | -13.0% | -25.0% |
| YTD | +84.3% | -6.6% | +90.9% | +91.3% |
| 1Y | +82.0% | +1.8% | +80.2% | +82.2% |
| 3Y | +218.5% | +98.7% | +119.8% | +142.2% |
| 5Y | +175.0% | +123.9% | +51.1% | +91.1% |
| 10Y | +407.5% | +277.9% | +129.6% | +165.5% |
| All | +407.5% | +270.2% | +137.3% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling