+2,356.6%
XLK vs SIMO
+3,332.4%
-975.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.8% |
| 7D | +0.9% | +4.2% | -3.4% | 0.0% |
| 30D | +0.7% | +4.1% | -3.4% | -0.6% |
| 3M | -2.9% | -12.9% | +9.9% | -2.0% |
| 6M | +34.3% | +110.3% | -76.1% | +13.5% |
| YTD | +30.4% | +178.6% | -148.2% | +4.1% |
| 1Y | +43.4% | +220.0% | -176.6% | +11.3% |
| 3Y | +116.8% | +409.0% | -292.2% | +53.4% |
| 5Y | +144.0% | +277.3% | -133.3% | +76.4% |
| 10Y | +778.8% | +506.6% | +272.1% | +464.1% |
| All | +2,356.6% | +3,332.4% | -975.7% | +874.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling