+5.0%
XEL vs SIMO
+90.9%
-85.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.1% |
| 7D | +2.4% | +4.1% | -1.7% | +2.5% |
| 30D | +8.3% | -24.0% | +32.3% | +7.9% |
| 3M | +4.2% | -31.8% | +35.9% | +3.9% |
| 6M | +3.7% | -36.9% | +40.6% | +3.2% |
| YTD | +13.1% | +84.8% | -71.8% | +13.2% |
| 1Y | +5.0% | +99.0% | -94.0% | +4.9% |
| All | +5.0% | +90.9% | -85.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling