+246.5%
XLF vs SIMO
+557.5%
-311.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | -2.9% | +12.5% | -15.4% | -4.4% |
| 30D | -1.6% | +18.4% | -20.0% | -4.0% |
| 3M | +9.3% | +5.6% | +3.7% | +6.5% |
| 6M | +14.6% | +116.9% | -102.3% | -2.1% |
| YTD | +4.7% | +188.4% | -183.7% | -15.6% |
| 1Y | +8.6% | +221.3% | -212.6% | -14.6% |
| 3Y | +73.9% | +438.6% | -364.7% | +21.3% |
| 5Y | +65.0% | +287.9% | -222.9% | +17.7% |
| All | +246.5% | +557.5% | -311.0% | +100.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling