+21.8%
XBI vs SIMO
+305.4%
-283.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | -3.6% | +14.5% | -18.1% | -5.5% |
| 30D | +0.9% | +20.4% | -19.6% | -2.2% |
| 3M | +21.4% | +7.1% | +14.3% | +18.2% |
| 6M | +25.5% | +129.2% | -103.7% | +4.7% |
| YTD | +30.8% | +201.9% | -171.1% | +2.3% |
| 1Y | +68.6% | +235.5% | -166.9% | +28.2% |
| 3Y | +103.9% | +463.8% | -359.9% | +35.9% |
| All | +21.8% | +305.4% | -283.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling