+215.7%
SIMO vs XME
+84.7%
+131.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +1.8% |
| 7D | -22.0% | -4.5% | -17.5% | -19.1% |
| 30D | -43.0% | -10.9% | -32.2% | -37.7% |
| 3M | -39.1% | -15.3% | -23.9% | -31.5% |
| 6M | -33.3% | -24.6% | -8.7% | -19.6% |
| YTD | +77.0% | -9.6% | +86.6% | +87.8% |
| 1Y | +73.0% | +2.9% | +70.1% | +68.7% |
| 3Y | +215.7% | +86.9% | +128.8% | +116.9% |
| All | +215.7% | +84.7% | +131.0% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling