+24.4%
XLB vs SIMO
+80.3%
-55.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.9% |
| 7D | -1.4% | -8.5% | +7.1% | -1.3% |
| 30D | +7.1% | -34.8% | +41.9% | +7.4% |
| 3M | +0.6% | -32.8% | +33.5% | +0.9% |
| 6M | +3.5% | -32.0% | +35.5% | +3.6% |
| YTD | +18.2% | +87.0% | -68.8% | +14.2% |
| All | +24.4% | +80.3% | -55.9% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling