+32.4%
XLY vs SIMO
+443.5%
-411.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | 0.0% |
| 7D | -3.9% | +12.5% | -16.4% | -5.2% |
| 30D | -6.1% | +18.4% | -24.5% | -8.2% |
| 3M | -1.2% | +5.6% | -6.8% | -3.6% |
| 6M | -1.8% | +116.9% | -118.7% | -17.5% |
| YTD | -5.9% | +188.4% | -194.3% | -27.5% |
| 1Y | -3.1% | +221.3% | -224.4% | -28.2% |
| All | +32.4% | +443.5% | -411.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling