+803.3%
XLY vs SIMO
+3,544.2%
-2,740.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.7% |
| 7D | -0.5% | +14.6% | -15.1% | -2.7% |
| 30D | -4.9% | +6.2% | -11.1% | -6.3% |
| 3M | -1.0% | +3.6% | -4.6% | -3.6% |
| 6M | 0.0% | +130.8% | -130.8% | -16.1% |
| YTD | -4.2% | +195.8% | -199.9% | -23.4% |
| 1Y | -2.7% | +225.0% | -227.7% | -23.6% |
| 3Y | +38.4% | +452.3% | -413.9% | -1.8% |
| 5Y | +28.9% | +303.6% | -274.7% | -6.5% |
| 10Y | +214.7% | +528.8% | -314.0% | +104.0% |
| All | +803.3% | +3,544.2% | -2,740.8% | +251.0% |
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