+41.9%
XLP vs SIMO
+214.6%
-172.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.4% | -1.1% |
| 7D | +0.7% | -22.0% | +22.7% | 0.0% |
| 30D | +10.3% | -43.0% | +53.3% | +8.7% |
| 3M | +6.5% | -39.1% | +45.7% | +5.3% |
| 6M | +8.4% | -33.3% | +41.7% | +7.1% |
| YTD | +18.2% | +77.0% | -58.8% | +15.2% |
| 1Y | +22.4% | +73.0% | -50.6% | +19.3% |
| 3Y | +41.9% | +215.7% | -173.8% | +32.4% |
| All | +41.9% | +214.6% | -172.7% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling