+150.7%
XBI vs SIMO
+557.5%
-406.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | -4.6% | +12.5% | -17.1% | -6.8% |
| 30D | -0.8% | +18.4% | -19.2% | -4.5% |
| 3M | +21.8% | +5.6% | +16.2% | +17.7% |
| 6M | +23.2% | +116.9% | -93.7% | -1.3% |
| YTD | +28.7% | +188.4% | -159.7% | -4.6% |
| 1Y | +67.8% | +221.3% | -153.5% | +20.4% |
| 3Y | +100.6% | +438.6% | -337.9% | +23.2% |
| 5Y | +19.8% | +287.9% | -268.1% | -23.6% |
| All | +150.7% | +557.5% | -406.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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