+14.7%
XLF vs SIMO
+94.5%
-79.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.4% |
| 7D | +5.5% | -16.9% | +22.3% | +5.3% |
| 30D | +9.9% | -35.4% | +45.2% | +9.5% |
| 3M | +2.6% | -31.9% | +34.5% | +2.4% |
| 6M | +15.6% | -19.3% | +34.9% | +14.8% |
| YTD | +9.4% | +98.5% | -89.1% | +6.1% |
| 1Y | +14.7% | +100.5% | -85.8% | +10.8% |
| All | +14.7% | +94.5% | -79.8% | +10.8% |
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