+100.5%
SIMO vs XYL
-30.7%
+131.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.6% | -7.1% |
| 7D | -16.9% | +14.5% | -31.4% | -11.2% |
| 30D | -35.4% | -1.3% | -34.0% | -34.4% |
| 3M | -31.9% | -17.0% | -14.9% | -34.0% |
| 6M | -19.3% | -11.3% | -8.0% | -22.1% |
| YTD | +98.5% | -25.0% | +123.4% | +91.4% |
| 1Y | +100.5% | -31.5% | +132.1% | +114.2% |
| All | +100.5% | -30.7% | +131.2% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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