+43.6%
XLE vs SIMO
+67.0%
-23.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -12.0% | -22.0% | +10.0% | -11.9% |
| 30D | -2.7% | -43.0% | +40.3% | -2.8% |
| 3M | +6.6% | -39.1% | +45.7% | +6.6% |
| 6M | +9.5% | -33.3% | +42.8% | +9.4% |
| YTD | +40.6% | +77.0% | -36.4% | +43.7% |
| 1Y | +43.6% | +73.0% | -29.4% | +47.6% |
| All | +43.6% | +67.0% | -23.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling