+261.8%
XOM vs SIMO
+312.7%
-51.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.2% |
| 7D | 0.0% | +14.5% | -14.5% | -0.3% |
| 30D | +3.4% | +20.4% | -17.0% | +2.9% |
| 3M | +11.0% | +7.1% | +3.9% | +10.3% |
| 6M | +10.6% | +129.2% | -118.6% | +5.9% |
| YTD | +39.2% | +201.9% | -162.7% | +31.1% |
| 1Y | +52.7% | +235.5% | -182.8% | +42.6% |
| 3Y | +56.8% | +463.8% | -407.1% | +39.6% |
| 5Y | +261.8% | +306.7% | -44.9% | +225.2% |
| All | +261.8% | +312.7% | -51.0% | +225.2% |
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