+48.2%
XLU vs SIMO
+469.0%
-420.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | +0.6% | +14.5% | -13.9% | +0.4% |
| 30D | -0.4% | +20.4% | -20.9% | -0.8% |
| 3M | -1.7% | +7.1% | -8.9% | -2.1% |
| 6M | -7.1% | +129.2% | -136.4% | -9.6% |
| YTD | +1.9% | +201.9% | -200.0% | -2.6% |
| 1Y | +6.1% | +235.5% | -229.4% | +0.5% |
| All | +48.2% | +469.0% | -420.8% | +28.8% |
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