+28.3%
XLP vs SIMO
+418.6%
-390.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -0.6% |
| 7D | -1.0% | +4.2% | -5.2% | -0.9% |
| 30D | -0.9% | +4.1% | -5.0% | -0.8% |
| 3M | +3.8% | -12.9% | +16.7% | +3.9% |
| 6M | -1.7% | +110.3% | -112.1% | -2.8% |
| YTD | +10.3% | +178.6% | -168.3% | +8.4% |
| 1Y | +7.8% | +220.0% | -212.2% | +5.3% |
| All | +28.3% | +418.6% | -390.2% | +19.3% |
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