+670.2%
XLV vs SIMO
+3,544.2%
-2,874.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -3.0% |
| 7D | -2.6% | +14.6% | -17.3% | -3.8% |
| 30D | +0.9% | +6.2% | -5.3% | 0.0% |
| 3M | +10.0% | +3.6% | +6.4% | +8.2% |
| 6M | +10.4% | +130.8% | -120.4% | -0.5% |
| YTD | +8.9% | +195.8% | -186.9% | -4.5% |
| 1Y | +23.4% | +225.0% | -201.6% | +6.9% |
| 3Y | +33.1% | +452.3% | -419.2% | +8.1% |
| 5Y | +33.3% | +303.6% | -270.3% | +9.3% |
| 10Y | +170.8% | +528.8% | -358.0% | +105.5% |
| All | +670.2% | +3,544.2% | -2,874.0% | +334.9% |
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