+29.0%
XLB vs SIMO
+154.7%
-125.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.0% |
| 7D | -1.5% | -22.0% | +20.5% | +0.1% |
| 30D | +6.1% | -43.0% | +49.1% | +10.2% |
| 3M | 0.0% | -39.1% | +39.2% | +2.9% |
| 6M | 0.0% | -33.3% | +33.2% | +0.7% |
| YTD | +16.0% | +77.0% | -60.9% | +2.1% |
| 1Y | +24.7% | +73.0% | -48.3% | +9.9% |
| 3Y | +40.4% | +215.7% | -175.4% | +10.8% |
| All | +29.0% | +154.7% | -125.6% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling