+452.3%
SIMO vs XYL
+18.1%
+434.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.0% |
| 7D | +14.6% | +1.8% | +12.8% | +13.7% |
| 30D | +6.2% | -9.2% | +15.4% | +10.1% |
| 3M | +3.6% | -0.3% | +3.8% | +0.8% |
| 6M | +130.8% | -11.0% | +141.7% | +136.9% |
| YTD | +195.8% | -19.2% | +215.0% | +219.8% |
| 1Y | +225.0% | -21.2% | +246.2% | +259.3% |
| 3Y | +452.3% | +18.6% | +433.7% | +401.1% |
| All | +452.3% | +18.1% | +434.2% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling