+52.7%
XOM vs SIMO
+234.0%
-181.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.3% |
| 7D | 0.0% | +14.5% | -14.5% | +0.4% |
| 30D | +3.4% | +20.4% | -17.0% | +3.9% |
| 3M | +11.0% | +7.1% | +3.9% | +11.2% |
| 6M | +10.6% | +129.2% | -118.6% | +13.1% |
| YTD | +39.2% | +201.9% | -162.7% | +46.4% |
| 1Y | +52.7% | +235.5% | -182.8% | +65.3% |
| All | +52.7% | +234.0% | -181.2% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling