+174.3%
XLE vs SIMO
+502.1%
-327.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.0% |
| 7D | +2.2% | +4.2% | -2.0% | +1.6% |
| 30D | +11.8% | +4.1% | +7.7% | +10.6% |
| 3M | +9.8% | -12.9% | +22.7% | +9.8% |
| 6M | +15.6% | +110.3% | -94.8% | -1.9% |
| YTD | +45.3% | +178.6% | -133.3% | +15.9% |
| 1Y | +48.3% | +220.0% | -171.7% | +14.4% |
| 3Y | +55.4% | +409.0% | -353.6% | +6.2% |
| 5Y | +216.1% | +277.3% | -61.2% | +119.1% |
| All | +174.3% | +502.1% | -327.8% | +51.3% |
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 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