+231.7%
XLI vs SIMO
+453.3%
-221.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.3% | +0.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +1.1% | -25.4% | +26.5% | +4.5% |
| 3M | -7.7% | -17.8% | +10.1% | -6.7% |
| 6M | -1.8% | -29.6% | +27.7% | -0.2% |
| YTD | +11.1% | +100.3% | -89.2% | -7.9% |
| 1Y | +12.1% | +100.4% | -88.3% | -7.2% |
| 3Y | +73.8% | +246.1% | -172.2% | +26.2% |
| 5Y | +73.8% | +189.8% | -116.1% | +25.2% |
| 10Y | +231.7% | +434.6% | -202.9% | +92.3% |
| All | +231.7% | +453.3% | -221.6% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling