+127.5%
XLP vs SIMO
+360.6%
-233.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.4% | +13.6% | -0.4% |
| 7D | +3.5% | -31.4% | +34.9% | +4.4% |
| 30D | +11.6% | -45.2% | +56.7% | +13.2% |
| 3M | +7.6% | -36.5% | +44.2% | +8.4% |
| 6M | +10.0% | -34.2% | +44.2% | +9.7% |
| YTD | +19.7% | +69.9% | -50.2% | +11.8% |
| 1Y | +23.5% | +60.4% | -37.0% | +15.6% |
| 3Y | +44.0% | +203.1% | -159.2% | +26.8% |
| 5Y | +42.7% | +145.4% | -102.8% | +25.4% |
| All | +127.5% | +360.6% | -233.1% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling