+37.8%
XLK vs SIMO
+220.5%
-182.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.7% |
| 7D | -0.4% | +12.5% | -12.9% | -2.4% |
| 30D | -0.5% | +18.4% | -18.9% | -3.5% |
| 3M | +5.0% | +5.6% | -0.6% | +3.0% |
| 6M | +32.9% | +116.9% | -84.1% | +15.9% |
| YTD | +29.0% | +188.4% | -159.4% | +3.6% |
| 1Y | +37.8% | +221.3% | -183.4% | +8.0% |
| All | +37.8% | +220.5% | -182.6% | +8.0% |
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