+22.4%
XLP vs SIMO
+67.0%
-44.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.4% | -1.0% |
| 7D | +0.7% | -22.0% | +22.7% | -0.6% |
| 30D | +10.3% | -43.0% | +53.3% | +7.4% |
| 3M | +6.5% | -39.1% | +45.7% | +4.3% |
| 6M | +8.4% | -33.3% | +41.7% | +6.5% |
| YTD | +18.2% | +77.0% | -58.8% | +19.5% |
| 1Y | +22.4% | +73.0% | -50.6% | +23.9% |
| All | +22.4% | +67.0% | -44.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling