+303.6%
SIMO vs XPO
+271.9%
+31.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.6% |
| 7D | +14.6% | +2.7% | +11.9% | +13.9% |
| 30D | +6.2% | -6.2% | +12.4% | +8.2% |
| 3M | +3.6% | -15.4% | +19.0% | +8.2% |
| 6M | +130.8% | +0.7% | +130.0% | +129.1% |
| YTD | +195.8% | +39.8% | +155.9% | +167.0% |
| 1Y | +225.0% | +43.3% | +181.7% | +189.7% |
| 3Y | +452.3% | +166.0% | +286.3% | +305.6% |
| 5Y | +303.6% | +274.2% | +29.4% | +171.8% |
| All | +303.6% | +271.9% | +31.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling