+1,539.2%
SIMO vs XME
+169.9%
+1,369.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +2.5% |
| 7D | -22.0% | -4.5% | -17.5% | -19.9% |
| 30D | -43.0% | -10.9% | -32.2% | -39.0% |
| 3M | -39.1% | -15.3% | -23.9% | -33.3% |
| 6M | -33.3% | -24.6% | -8.7% | -22.0% |
| YTD | +77.0% | -9.6% | +86.6% | +87.0% |
| 1Y | +73.0% | +2.9% | +70.1% | +71.4% |
| 3Y | +215.7% | +86.9% | +128.8% | +132.1% |
| 5Y | +155.6% | +115.2% | +40.5% | +66.0% |
| 10Y | +388.4% | +305.7% | +82.6% | +107.5% |
| All | +1,539.2% | +169.9% | +1,369.3% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling