+955.3%
XBI vs SIMO
+2,165.4%
-1,210.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.8% |
| 7D | +0.9% | +4.2% | -3.4% | +0.1% |
| 30D | +7.1% | +4.1% | +3.0% | +5.6% |
| 3M | +22.9% | -12.9% | +35.8% | +23.3% |
| 6M | +29.7% | +110.3% | -80.6% | +8.3% |
| YTD | +34.5% | +178.6% | -144.1% | +5.9% |
| 1Y | +76.1% | +220.0% | -143.9% | +34.6% |
| 3Y | +103.2% | +409.0% | -305.8% | +39.9% |
| 5Y | +22.8% | +277.3% | -254.5% | -13.5% |
| 10Y | +176.3% | +506.6% | -330.3% | +70.7% |
| All | +955.3% | +2,165.4% | -1,210.1% | +304.2% |
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