+191.6%
XOM vs SIMO
+557.5%
-365.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | +1.9% | +12.5% | -10.7% | +0.6% |
| 30D | +4.1% | +18.4% | -14.3% | +2.0% |
| 3M | +10.4% | +5.6% | +4.8% | +8.1% |
| 6M | +13.0% | +116.9% | -103.9% | -0.3% |
| YTD | +40.1% | +188.4% | -148.3% | +18.0% |
| 1Y | +51.1% | +221.3% | -170.1% | +24.6% |
| 3Y | +57.7% | +438.6% | -380.8% | +16.9% |
| 5Y | +264.7% | +287.9% | -23.2% | +174.9% |
| All | +191.6% | +557.5% | -365.9% | +80.4% |
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