+579.5%
SIMO vs XME
+412.4%
+167.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | +14.5% | -0.2% | +14.7% | +14.7% |
| 30D | +20.4% | +1.4% | +19.0% | +19.7% |
| 3M | +7.1% | +2.7% | +4.4% | +5.9% |
| 6M | +129.2% | +6.5% | +122.7% | +122.7% |
| YTD | +201.9% | +15.2% | +186.8% | +182.7% |
| 1Y | +235.5% | +43.5% | +192.0% | +186.1% |
| 3Y | +463.8% | +135.9% | +328.0% | +293.1% |
| 5Y | +306.7% | +181.5% | +125.2% | +153.3% |
| 10Y | +579.5% | +436.9% | +142.6% | +204.5% |
| All | +579.5% | +412.4% | +167.1% | +204.5% |
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