+49.2%
XEL vs SIMO
+462.5%
-413.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.6% | +1.6% |
| 7D | +1.3% | +14.6% | -13.3% | +1.4% |
| 30D | -1.5% | +6.2% | -7.7% | -1.5% |
| 3M | -0.2% | +3.6% | -3.8% | -0.2% |
| 6M | -5.4% | +130.8% | -136.2% | -4.8% |
| YTD | +5.6% | +195.8% | -190.1% | +6.4% |
| 1Y | +10.5% | +225.0% | -214.6% | +11.2% |
| 3Y | +49.2% | +452.3% | -403.1% | +39.3% |
| All | +49.2% | +462.5% | -413.4% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling