+159.6%
XLB vs SIMO
+515.6%
-356.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.8% |
| 7D | -0.2% | +14.6% | -14.9% | -2.1% |
| 30D | -1.7% | +6.2% | -7.9% | -2.9% |
| 3M | +4.4% | +3.6% | +0.8% | +1.9% |
| 6M | +5.0% | +130.8% | -125.8% | -11.6% |
| YTD | +15.5% | +195.8% | -180.3% | -7.8% |
| 1Y | +14.9% | +225.0% | -210.1% | -10.3% |
| 3Y | +34.5% | +452.3% | -417.8% | -7.1% |
| 5Y | +36.5% | +303.6% | -267.1% | -3.9% |
| 10Y | +159.6% | +528.8% | -369.2% | +54.0% |
| All | +159.6% | +515.6% | -356.0% | +54.0% |
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