-5.8%
XLC vs SIMO
+94.5%
-100.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.2% |
| 7D | +1.8% | -16.9% | +18.6% | +1.3% |
| 30D | -6.0% | -35.4% | +29.4% | -7.0% |
| 3M | -6.0% | -31.9% | +25.9% | -6.7% |
| 6M | -9.1% | -19.3% | +10.3% | -9.7% |
| YTD | -10.0% | +98.5% | -108.5% | -13.3% |
| 1Y | -5.8% | +100.5% | -106.3% | -9.5% |
| All | -5.8% | +94.5% | -100.3% | -9.5% |
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 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