+37.7%
XLC vs SIMO
+269.6%
-231.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -0.8% | +4.2% | -5.1% | -1.2% |
| 30D | +1.0% | +4.1% | -3.0% | +0.4% |
| 3M | -0.7% | -12.9% | +12.2% | -0.6% |
| 6M | -5.1% | +110.3% | -115.5% | -16.8% |
| YTD | -4.3% | +178.6% | -182.9% | -20.6% |
| 1Y | -0.6% | +220.0% | -220.6% | -20.0% |
| 3Y | +72.7% | +409.0% | -336.3% | +24.9% |
| All | +37.7% | +269.6% | -231.9% | +3.7% |
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