+163.9%
XLE vs SIMO
+436.4%
-272.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.2% |
| 7D | -7.9% | -8.2% | +0.3% | -7.1% |
| 30D | -4.8% | -34.6% | +29.8% | -0.2% |
| 3M | +8.4% | -32.6% | +41.0% | +12.0% |
| 6M | +12.7% | -31.8% | +44.5% | +14.0% |
| YTD | +41.3% | +87.6% | -46.3% | +17.1% |
| 1Y | +42.3% | +86.7% | -44.4% | +17.9% |
| 3Y | +65.1% | +227.4% | -162.4% | +18.2% |
| 5Y | +150.2% | +173.0% | -22.8% | +76.6% |
| 10Y | +163.9% | +409.6% | -245.7% | +42.7% |
| All | +163.9% | +436.4% | -272.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling