+579.5%
SIMO vs XYL
+140.7%
+438.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +14.5% | +0.8% | +13.7% | +14.1% |
| 30D | +20.4% | -10.8% | +31.3% | +25.9% |
| 3M | +7.1% | -2.5% | +9.7% | +6.7% |
| 6M | +129.2% | -12.2% | +141.4% | +137.4% |
| YTD | +201.9% | -20.1% | +222.0% | +224.4% |
| 1Y | +235.5% | -20.6% | +256.2% | +262.5% |
| 3Y | +463.8% | +17.3% | +446.5% | +416.3% |
| 5Y | +306.7% | -14.5% | +321.2% | +318.0% |
| 10Y | +579.5% | +150.2% | +429.3% | +374.0% |
| All | +579.5% | +140.7% | +438.8% | +374.0% |
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