+478.6%
XLU vs SIMO
+2,177.2%
-1,698.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.9% |
| 7D | +2.1% | +4.1% | -2.0% | +1.8% |
| 30D | +5.6% | -24.0% | +29.5% | +6.9% |
| 3M | +0.7% | -31.8% | +32.5% | +2.3% |
| 6M | -0.1% | -36.9% | +36.8% | +1.2% |
| YTD | +5.3% | +84.8% | -79.5% | -1.8% |
| 1Y | +2.2% | +99.0% | -96.8% | -5.3% |
| 3Y | +61.6% | +217.9% | -156.3% | +43.3% |
| 5Y | +53.6% | +171.5% | -117.9% | +35.6% |
| 10Y | +162.3% | +393.3% | -231.0% | +116.1% |
| All | +478.6% | +2,177.2% | -1,698.6% | +266.3% |
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