+461.9%
XLU vs SIMO
+3,332.4%
-2,870.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.4% |
| 7D | +0.8% | +4.2% | -3.4% | +0.5% |
| 30D | -1.3% | +4.1% | -5.4% | -1.8% |
| 3M | -1.3% | -12.9% | +11.5% | -1.3% |
| 6M | -7.6% | +110.3% | -118.0% | -13.6% |
| YTD | +2.3% | +178.6% | -176.3% | -6.4% |
| 1Y | +5.8% | +220.0% | -214.2% | -4.4% |
| 3Y | +50.5% | +409.0% | -358.5% | +30.4% |
| 5Y | +44.1% | +277.3% | -233.2% | +25.6% |
| 10Y | +138.2% | +506.6% | -368.4% | +95.1% |
| All | +461.9% | +3,332.4% | -2,870.5% | +249.2% |
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