+51.1%
XEL vs SIMO
+230.1%
-179.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.7% |
| 7D | +1.1% | -8.2% | +9.2% | +1.0% |
| 30D | +8.7% | -34.6% | +43.3% | +8.3% |
| 3M | +3.5% | -32.6% | +36.1% | +3.2% |
| 6M | +2.6% | -31.8% | +34.4% | +2.3% |
| YTD | +11.1% | +87.6% | -76.6% | +12.1% |
| 1Y | +2.2% | +86.7% | -84.5% | +3.1% |
| 3Y | +51.1% | +227.4% | -176.3% | +45.5% |
| All | +51.1% | +230.1% | -179.0% | +45.5% |
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