+83.9%
XLI vs SIMO
+269.6%
-185.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.5% |
| 7D | -1.1% | +4.2% | -5.3% | -1.5% |
| 30D | -5.9% | +4.1% | -10.0% | -6.6% |
| 3M | -0.3% | -12.9% | +12.6% | 0.0% |
| 6M | +0.1% | +110.3% | -110.2% | -10.6% |
| YTD | +13.6% | +178.6% | -165.0% | -3.3% |
| 1Y | +17.2% | +220.0% | -202.8% | -2.7% |
| 3Y | +68.2% | +409.0% | -340.8% | +28.3% |
| All | +83.9% | +269.6% | -185.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling