+28.4%
XLY vs SIMO
+315.3%
-286.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.4% | -0.1% |
| 7D | -1.7% | +11.0% | -12.7% | -3.1% |
| 30D | -4.2% | +17.9% | -22.1% | -6.6% |
| 3M | -2.7% | +3.9% | -6.6% | -4.9% |
| 6M | -0.6% | +131.0% | -131.7% | -17.6% |
| YTD | -5.0% | +209.3% | -214.3% | -26.8% |
| 1Y | -4.1% | +223.8% | -227.8% | -27.2% |
| 3Y | +33.6% | +479.2% | -445.6% | -12.8% |
| All | +28.4% | +315.3% | -286.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling