+9.1%
XLF vs SIMO
+226.2%
-217.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -0.8% |
| 7D | 0.0% | +4.2% | -4.2% | 0.0% |
| 30D | +0.2% | +4.1% | -3.9% | +0.2% |
| 3M | +11.7% | -12.9% | +24.6% | +11.5% |
| 6M | +13.8% | +110.3% | -96.6% | +10.8% |
| YTD | +7.0% | +178.6% | -171.6% | +2.1% |
| 1Y | +9.1% | +220.0% | -210.9% | +2.4% |
| All | +9.1% | +226.2% | -217.1% | +2.4% |
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