+120.7%
XLK vs SIMO
+469.0%
-348.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +2.3% | +14.5% | -12.2% | -1.0% |
| 30D | +0.8% | +20.4% | -19.6% | -4.0% |
| 3M | +4.1% | +7.1% | -3.1% | +0.2% |
| 6M | +34.8% | +129.2% | -94.5% | +2.9% |
| YTD | +30.8% | +201.9% | -171.1% | -11.2% |
| 1Y | +42.4% | +235.5% | -193.2% | -8.1% |
| All | +120.7% | +469.0% | -348.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling