+270.1%
SIMO vs XYL
-17.7%
+287.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.0% | +10.7% | +9.4% |
| 7D | +4.2% | -5.0% | +9.3% | +6.0% |
| 30D | +4.1% | -13.2% | +17.3% | +9.0% |
| 3M | -12.9% | -3.7% | -9.2% | -13.2% |
| 6M | +110.3% | -17.7% | +128.0% | +122.5% |
| YTD | +178.6% | -21.5% | +200.1% | +199.3% |
| 1Y | +220.0% | -24.5% | +244.5% | +250.8% |
| 3Y | +409.0% | +6.9% | +402.1% | +389.9% |
| All | +270.1% | -17.7% | +287.8% | +317.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling