+20.7%
XLK vs SIMO
+94.5%
-73.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +1.6% |
| 7D | -7.6% | -16.9% | +9.3% | -4.9% |
| 30D | -12.2% | -35.4% | +23.2% | -6.4% |
| 3M | -5.5% | -31.9% | +26.4% | -1.0% |
| 6M | +9.2% | -19.3% | +28.5% | +11.8% |
| YTD | +23.0% | +98.5% | -75.4% | +6.9% |
| 1Y | +20.7% | +100.5% | -79.8% | +4.0% |
| All | +20.7% | +94.5% | -73.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling