+2,409.2%
SIMO vs XYL
+449.8%
+1,959.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.0% | +10.7% | +9.5% |
| 7D | +4.2% | -5.0% | +9.3% | +6.4% |
| 30D | +4.1% | -13.2% | +17.3% | +10.1% |
| 3M | -12.9% | -3.7% | -9.2% | -12.7% |
| 6M | +110.3% | -17.7% | +128.0% | +124.2% |
| YTD | +178.6% | -21.5% | +200.1% | +201.7% |
| 1Y | +220.0% | -24.5% | +244.5% | +253.4% |
| 3Y | +409.0% | +6.9% | +402.1% | +383.1% |
| 5Y | +277.3% | -18.1% | +295.4% | +292.8% |
| 10Y | +506.6% | +134.7% | +371.9% | +280.3% |
| All | +2,409.2% | +449.8% | +1,959.4% | +998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling