+127.5%
XLC vs SIMO
+291.3%
-163.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -0.1% |
| 7D | +4.9% | -22.0% | +26.9% | +7.7% |
| 30D | -5.8% | -43.0% | +37.2% | 0.0% |
| 3M | -5.4% | -39.1% | +33.7% | -1.3% |
| 6M | -10.2% | -33.3% | +23.1% | -9.6% |
| YTD | -10.2% | +77.0% | -87.1% | -26.5% |
| 1Y | -5.6% | +73.0% | -78.6% | -22.5% |
| 3Y | +61.0% | +215.7% | -154.7% | +12.9% |
| 5Y | +35.2% | +155.6% | -120.4% | -4.9% |
| All | +127.5% | +291.3% | -163.7% | +27.3% |
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