+36.5%
XLB vs SIMO
+269.6%
-233.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.1% |
| 7D | -1.4% | +4.2% | -5.6% | -1.8% |
| 30D | -0.4% | +4.1% | -4.5% | -1.0% |
| 3M | +2.0% | -12.9% | +14.8% | +2.1% |
| 6M | +1.8% | +110.3% | -108.5% | -8.8% |
| YTD | +16.6% | +178.6% | -162.0% | -0.2% |
| 1Y | +16.9% | +220.0% | -203.1% | -2.4% |
| 3Y | +32.6% | +409.0% | -376.5% | +1.4% |
| All | +36.5% | +269.6% | -233.0% | +7.9% |
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