+273.3%
XLF vs SIMO
+2,368.1%
-2,094.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.8% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | +6.5% | -25.4% | +31.9% | +10.5% |
| 3M | +1.8% | -17.8% | +19.5% | +2.7% |
| 6M | +15.4% | -29.6% | +44.9% | +16.5% |
| YTD | +8.4% | +100.3% | -92.0% | -12.6% |
| 1Y | +11.9% | +100.4% | -88.4% | -9.9% |
| 3Y | +81.1% | +246.1% | -164.9% | +27.7% |
| 5Y | +59.5% | +189.8% | -130.3% | +11.7% |
| 10Y | +225.2% | +434.6% | -209.4% | +90.0% |
| All | +273.3% | +2,368.1% | -2,094.7% | +7.8% |
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 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