+19.4%
XLK vs SIMO
+90.9%
-71.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.0% |
| 7D | +3.4% | +4.1% | -0.7% | +2.6% |
| 30D | -10.6% | -24.0% | +13.4% | -6.9% |
| 3M | -10.6% | -31.8% | +21.1% | -6.2% |
| 6M | -3.5% | -36.9% | +33.4% | +1.8% |
| YTD | +18.7% | +84.8% | -66.1% | +4.9% |
| 1Y | +19.4% | +99.0% | -79.5% | +1.6% |
| All | +19.4% | +90.9% | -71.4% | +1.6% |
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