+43.5%
XLB vs SIMO
+240.7%
-197.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | 0.0% | +14.9% | -14.8% | -0.8% |
| 30D | +5.3% | -27.0% | +32.3% | +6.9% |
| 3M | 0.0% | -25.4% | +25.4% | +1.0% |
| 6M | +1.2% | -30.3% | +31.5% | +1.6% |
| YTD | +16.9% | +95.8% | -78.9% | +0.8% |
| 1Y | +20.9% | +100.0% | -79.1% | +3.7% |
| All | +43.5% | +240.7% | -197.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling