+142.5%
XLC vs SIMO
+515.9%
-373.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.3% |
| 7D | -0.8% | +4.2% | -5.1% | -1.5% |
| 30D | +1.0% | +4.1% | -3.0% | 0.0% |
| 3M | -0.7% | -12.9% | +12.2% | -0.8% |
| 6M | -5.1% | +110.3% | -115.5% | -20.4% |
| YTD | -4.3% | +178.6% | -182.9% | -24.8% |
| 1Y | -0.6% | +220.0% | -220.6% | -24.6% |
| 3Y | +72.7% | +409.0% | -336.3% | +15.6% |
| 5Y | +38.0% | +277.3% | -239.3% | -5.5% |
| All | +142.5% | +515.9% | -373.5% | +30.1% |
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