+146.6%
XLK vs SIMO
+312.7%
-166.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +2.3% | +14.5% | -12.2% | -0.8% |
| 30D | +0.8% | +20.4% | -19.6% | -3.7% |
| 3M | +4.1% | +7.1% | -3.1% | +0.5% |
| 6M | +34.8% | +129.2% | -94.5% | +6.6% |
| YTD | +30.8% | +201.9% | -171.1% | -5.0% |
| 1Y | +42.4% | +235.5% | -193.2% | 0.0% |
| 3Y | +121.8% | +463.8% | -342.0% | +34.0% |
| 5Y | +146.6% | +306.7% | -160.1% | +60.2% |
| All | +146.6% | +312.7% | -166.1% | +60.2% |
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