+235.5%
SIMO vs XME
+42.3%
+193.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +19.5% |
| 3M | +7.1% | +2.7% | +4.4% | +3.6% |
| 6M | +129.2% | +6.5% | +122.7% | +119.5% |
| YTD | +201.9% | +15.2% | +186.8% | +172.0% |
| 1Y | +235.5% | +43.5% | +192.0% | +156.5% |
| All | +235.5% | +42.3% | +193.2% | +156.5% |
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 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