+169.4%
XLV vs SIMO
+605.2%
-435.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.4% | -0.7% |
| 7D | -3.6% | +11.0% | -14.6% | -4.3% |
| 30D | -1.8% | +17.9% | -19.7% | -3.2% |
| 3M | +7.8% | +3.9% | +3.9% | +6.3% |
| 6M | +9.1% | +131.0% | -121.9% | -2.0% |
| YTD | +7.7% | +209.3% | -201.6% | -6.7% |
| 1Y | +20.4% | +223.8% | -203.3% | +3.3% |
| 3Y | +30.8% | +479.2% | -448.5% | +3.0% |
| 5Y | +34.6% | +316.0% | -281.4% | +7.5% |
| All | +169.4% | +605.2% | -435.8% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling