+544.4%
XLP vs SIMO
+3,332.4%
-2,788.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.2% |
| 7D | -1.0% | +4.2% | -5.2% | -1.3% |
| 30D | -0.9% | +4.1% | -5.0% | -1.3% |
| 3M | +3.8% | -12.9% | +16.7% | +3.7% |
| 6M | -1.7% | +110.3% | -112.1% | -7.5% |
| YTD | +10.3% | +178.6% | -168.3% | +1.7% |
| 1Y | +7.8% | +220.0% | -212.2% | -1.7% |
| 3Y | +27.2% | +409.0% | -381.8% | +11.5% |
| 5Y | +32.5% | +277.3% | -244.8% | +16.8% |
| 10Y | +101.8% | +506.6% | -404.8% | +67.9% |
| All | +544.4% | +3,332.4% | -2,788.0% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling