+225.7%
XLE vs SIMO
+297.1%
-71.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.8% |
| 7D | 0.0% | +14.6% | -14.6% | -0.8% |
| 30D | +12.6% | +6.2% | +6.4% | +12.0% |
| 3M | +11.8% | +3.6% | +8.3% | +10.7% |
| 6M | +16.1% | +130.8% | -114.7% | +6.6% |
| YTD | +46.9% | +195.8% | -148.9% | +31.0% |
| 1Y | +53.3% | +225.0% | -171.8% | +34.8% |
| 3Y | +54.9% | +452.3% | -397.4% | +26.4% |
| 5Y | +225.7% | +303.6% | -77.9% | +171.6% |
| All | +225.7% | +297.1% | -71.4% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling