+409.6%
SIMO vs XYL
+129.6%
+280.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | -8.2% | +2.1% | -10.2% | -9.0% |
| 30D | -34.6% | -3.4% | -31.3% | -35.1% |
| 3M | -32.6% | -17.2% | -15.4% | -29.0% |
| 6M | -31.8% | -12.0% | -19.8% | -30.7% |
| YTD | +87.6% | -26.3% | +113.9% | +103.9% |
| 1Y | +86.7% | -33.5% | +120.2% | +112.8% |
| 3Y | +227.4% | +6.4% | +221.0% | +205.1% |
| 5Y | +173.0% | -20.9% | +193.9% | +183.9% |
| 10Y | +409.6% | +120.8% | +288.8% | +241.8% |
| All | +409.6% | +129.6% | +280.0% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling