+128.8%
XLP vs SIMO
+436.4%
-307.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.8% |
| 7D | +0.1% | -8.2% | +8.2% | +0.2% |
| 30D | +8.9% | -34.6% | +43.6% | +10.0% |
| 3M | +7.5% | -32.6% | +40.1% | +8.2% |
| 6M | +9.4% | -31.8% | +41.3% | +9.3% |
| YTD | +19.3% | +87.6% | -68.4% | +11.0% |
| 1Y | +21.7% | +86.7% | -64.9% | +13.3% |
| 3Y | +44.0% | +227.4% | -183.5% | +26.6% |
| 5Y | +42.8% | +173.0% | -130.2% | +25.1% |
| 10Y | +128.8% | +409.6% | -280.8% | +77.1% |
| All | +128.8% | +436.4% | -307.6% | +77.1% |
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