+268.7%
XLF vs SIMO
+3,332.4%
-3,063.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.8% |
| 30D | +0.2% | +4.1% | -3.9% | -1.2% |
| 3M | +11.7% | -12.9% | +24.6% | +11.5% |
| 6M | +13.8% | +110.3% | -96.6% | -5.7% |
| YTD | +7.0% | +178.6% | -171.6% | -16.8% |
| 1Y | +9.1% | +220.0% | -210.9% | -17.8% |
| 3Y | +75.6% | +409.0% | -333.4% | +18.0% |
| 5Y | +66.4% | +277.3% | -210.9% | +13.7% |
| 10Y | +250.3% | +506.6% | -256.3% | +104.4% |
| All | +268.7% | +3,332.4% | -3,063.7% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling