+605.1%
XLP vs SIMO
+2,345.4%
-1,740.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +3.8% |
| 7D | +5.9% | -16.9% | +22.8% | +6.7% |
| 30D | +13.5% | -35.4% | +48.8% | +15.5% |
| 3M | +8.4% | -31.9% | +40.3% | +9.7% |
| 6M | +11.5% | -19.3% | +30.9% | +10.9% |
| YTD | +20.6% | +98.5% | -77.8% | +12.5% |
| 1Y | +24.3% | +100.5% | -76.2% | +15.8% |
| 3Y | +45.1% | +254.1% | -209.0% | +28.8% |
| 5Y | +44.6% | +187.4% | -142.8% | +28.4% |
| 10Y | +133.1% | +447.7% | -314.6% | +93.7% |
| All | +605.1% | +2,345.4% | -1,740.3% | +375.0% |
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