+2.4%
XLU vs SIMO
+239.1%
-236.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.6% | -0.3% |
| 7D | -1.6% | +11.0% | -12.6% | -1.6% |
| 30D | -3.3% | +17.9% | -21.2% | -3.2% |
| 3M | -3.2% | +3.9% | -7.1% | -3.1% |
| 6M | -7.0% | +131.0% | -138.0% | -6.5% |
| YTD | +0.6% | +209.3% | -208.7% | -0.2% |
| 1Y | +2.4% | +223.8% | -221.3% | +1.5% |
| All | +2.4% | +239.1% | -236.7% | +1.5% |
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