+29.0%
XEL vs SIMO
+312.7%
-283.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +0.9% | +14.5% | -13.6% | +0.9% |
| 30D | -0.9% | +20.4% | -21.3% | -1.0% |
| 3M | -1.4% | +7.1% | -8.5% | -1.6% |
| 6M | -5.8% | +129.2% | -135.1% | -6.6% |
| YTD | +4.7% | +201.9% | -197.2% | +3.4% |
| 1Y | +9.1% | +235.5% | -226.5% | +7.4% |
| 3Y | +47.8% | +463.8% | -416.0% | +43.0% |
| 5Y | +29.0% | +306.7% | -277.7% | +22.7% |
| All | +29.0% | +312.7% | -283.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling