+53.4%
XOM vs SIMO
+462.5%
-409.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | +0.7% |
| 7D | -2.4% | +14.6% | -17.0% | -2.5% |
| 30D | +5.7% | +6.2% | -0.5% | +5.6% |
| 3M | +6.6% | +3.6% | +3.0% | +6.1% |
| 6M | +7.7% | +130.8% | -123.1% | +4.0% |
| YTD | +36.2% | +195.8% | -159.6% | +29.9% |
| 1Y | +50.5% | +225.0% | -174.5% | +42.1% |
| 3Y | +53.4% | +452.3% | -398.9% | +40.9% |
| All | +53.4% | +462.5% | -409.2% | +40.9% |
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