+257.2%
XLI vs SIMO
+548.4%
-291.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -0.6% | +14.5% | -15.1% | -2.6% |
| 30D | -6.9% | +20.4% | -27.4% | -9.7% |
| 3M | -1.9% | +7.1% | -9.1% | -4.5% |
| 6M | +1.0% | +129.2% | -128.2% | -14.8% |
| YTD | +11.3% | +201.9% | -190.6% | -11.5% |
| 1Y | +15.8% | +235.5% | -219.7% | -10.2% |
| 3Y | +69.8% | +463.8% | -394.0% | +17.0% |
| 5Y | +80.9% | +306.7% | -225.8% | +27.3% |
| 10Y | +257.2% | +579.5% | -322.2% | +103.7% |
| All | +257.2% | +548.4% | -291.2% | +103.7% |
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