+44.4%
XLU vs SIMO
+287.2%
-242.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.9% |
| 7D | -1.2% | +12.5% | -13.7% | -1.5% |
| 30D | -2.5% | +18.4% | -21.0% | -3.0% |
| 3M | -2.7% | +5.6% | -8.4% | -3.2% |
| 6M | -7.5% | +116.9% | -124.4% | -10.3% |
| YTD | +0.9% | +188.4% | -187.5% | -3.7% |
| 1Y | +3.3% | +221.3% | -218.0% | -2.1% |
| 3Y | +47.3% | +438.6% | -391.3% | +35.0% |
| 5Y | +44.4% | +287.9% | -243.5% | +31.8% |
| All | +44.4% | +287.2% | -242.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling