+508.9%
XLB vs SIMO
+2,080.4%
-1,571.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.4% |
| 7D | -1.5% | -22.0% | +20.5% | +1.9% |
| 30D | +6.1% | -43.0% | +49.1% | +14.4% |
| 3M | 0.0% | -39.1% | +39.2% | +5.8% |
| 6M | 0.0% | -33.3% | +33.2% | +1.9% |
| YTD | +16.0% | +77.0% | -60.9% | -2.5% |
| 1Y | +24.7% | +73.0% | -48.3% | +5.0% |
| 3Y | +40.4% | +215.7% | -175.4% | +3.8% |
| 5Y | +30.7% | +155.6% | -125.0% | -3.3% |
| 10Y | +173.3% | +388.4% | -215.1% | +71.2% |
| All | +508.9% | +2,080.4% | -1,571.6% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling