+201.3%
XOM vs SIMO
+171.3%
+29.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | -7.3% | -16.0% | +8.7% | -7.0% |
| 30D | -2.6% | -35.8% | +33.1% | -1.9% |
| 3M | +3.6% | -26.5% | +30.1% | +3.9% |
| 6M | +15.3% | -33.0% | +48.3% | +15.3% |
| YTD | +39.4% | +84.3% | -44.9% | +32.5% |
| 1Y | +43.2% | +82.0% | -38.8% | +36.1% |
| 3Y | +74.9% | +218.5% | -143.5% | +57.9% |
| 5Y | +201.3% | +175.0% | +26.2% | +166.8% |
| All | +201.3% | +171.3% | +29.9% | +166.8% |
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