+75.2%
XLF vs SIMO
+462.5%
-387.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.5% | -1.7% |
| 7D | +0.2% | +14.6% | -14.4% | -0.6% |
| 30D | -0.5% | +6.2% | -6.7% | -1.0% |
| 3M | +10.6% | +3.6% | +7.1% | +9.4% |
| 6M | +14.3% | +130.8% | -116.5% | +3.0% |
| YTD | +5.5% | +195.8% | -190.2% | -9.1% |
| 1Y | +9.6% | +225.0% | -215.4% | -7.7% |
| 3Y | +75.2% | +452.3% | -377.1% | +24.8% |
| All | +75.2% | +462.5% | -387.4% | +24.8% |
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 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