+181.5%
XEL vs SIMO
+395.4%
-213.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | 0.0% |
| 7D | +1.7% | -16.0% | +17.8% | +2.1% |
| 30D | +8.6% | -35.8% | +44.3% | +9.7% |
| 3M | +5.1% | -26.5% | +31.5% | +5.5% |
| 6M | +2.5% | -33.0% | +35.5% | +2.8% |
| YTD | +11.0% | +84.3% | -73.4% | +6.4% |
| 1Y | +2.7% | +82.0% | -79.2% | -1.5% |
| 3Y | +49.7% | +218.5% | -168.8% | +38.2% |
| 5Y | +46.1% | +175.0% | -128.9% | +34.1% |
| 10Y | +181.5% | +407.5% | -226.0% | +135.7% |
| All | +181.5% | +395.4% | -213.9% | +135.7% |
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