+167.7%
XLB vs SIMO
+434.7%
-266.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.2% |
| 7D | -1.4% | -8.5% | +7.1% | -0.6% |
| 30D | +7.1% | -34.8% | +41.9% | +12.1% |
| 3M | +0.6% | -32.8% | +33.5% | +4.0% |
| 6M | +3.5% | -32.0% | +35.5% | +4.8% |
| YTD | +18.2% | +87.0% | -68.8% | -1.4% |
| 1Y | +25.6% | +86.1% | -60.5% | +4.6% |
| 3Y | +46.7% | +226.4% | -179.7% | +6.8% |
| 5Y | +30.9% | +172.1% | -141.2% | -5.3% |
| 10Y | +167.7% | +408.0% | -240.3% | +57.6% |
| All | +167.7% | +434.7% | -266.9% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling