+869.9%
XBI vs SIMO
+1,403.0%
-533.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.5% |
| 7D | -1.1% | +4.1% | -5.2% | -1.8% |
| 30D | +2.6% | -24.0% | +26.5% | +6.6% |
| 3M | -4.0% | -31.8% | +27.7% | +0.5% |
| 6M | +10.9% | -36.9% | +47.8% | +15.2% |
| YTD | +23.6% | +84.8% | -61.2% | +2.8% |
| 1Y | +35.1% | +99.0% | -63.9% | +10.7% |
| 3Y | +125.2% | +217.9% | -92.8% | +65.6% |
| 5Y | +19.7% | +171.5% | -151.7% | -12.1% |
| 10Y | +130.6% | +393.3% | -262.7% | +46.1% |
| All | +869.9% | +1,403.0% | -533.1% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling