+736.7%
XEL vs SIMO
+3,332.4%
-2,595.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.2% |
| 7D | -1.0% | +4.2% | -5.2% | -1.2% |
| 30D | -1.9% | +4.1% | -6.0% | -2.2% |
| 3M | -1.9% | -12.9% | +11.0% | -1.9% |
| 6M | -7.4% | +110.3% | -117.8% | -11.8% |
| YTD | +4.1% | +178.6% | -174.5% | -2.5% |
| 1Y | +8.0% | +220.0% | -211.9% | +0.4% |
| 3Y | +48.4% | +409.0% | -360.6% | +33.4% |
| 5Y | +27.2% | +277.3% | -250.1% | +14.9% |
| 10Y | +146.8% | +506.6% | -359.8% | +112.1% |
| All | +736.7% | +3,332.4% | -2,595.7% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling