+58.1%
XLE vs SIMO
+202.0%
-143.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.4% | +11.4% | -2.3% |
| 7D | -10.3% | -31.4% | +21.1% | -8.9% |
| 30D | -3.3% | -45.2% | +41.8% | -1.0% |
| 3M | +8.2% | -36.5% | +44.7% | +9.7% |
| 6M | +5.0% | -34.2% | +39.2% | +5.2% |
| YTD | +40.6% | +69.9% | -29.3% | +27.3% |
| 1Y | +45.0% | +60.4% | -15.4% | +32.2% |
| All | +58.1% | +202.0% | -143.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling