+40.7%
XLC vs SIMO
+170.3%
-129.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.4% |
| 7D | +3.7% | +4.1% | -0.4% | +3.4% |
| 30D | -1.9% | -24.0% | +22.0% | -0.4% |
| 3M | -3.1% | -31.8% | +28.7% | -1.4% |
| 6M | -6.4% | -36.9% | +30.5% | -5.4% |
| YTD | -6.8% | +84.8% | -91.7% | -20.9% |
| 1Y | -1.7% | +99.0% | -100.7% | -17.7% |
| 3Y | +64.7% | +217.9% | -153.3% | +23.3% |
| All | +40.7% | +170.3% | -129.6% | +5.8% |
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