+464.3%
XOM vs SIMO
+3,332.4%
-2,868.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.6% |
| 7D | +1.8% | +4.2% | -2.5% | +1.3% |
| 30D | +5.9% | +4.1% | +1.8% | +5.0% |
| 3M | +5.6% | -12.9% | +18.4% | +5.5% |
| 6M | +7.9% | +110.3% | -102.5% | -3.8% |
| YTD | +35.2% | +178.6% | -143.4% | +16.1% |
| 1Y | +46.0% | +220.0% | -174.0% | +22.8% |
| 3Y | +55.0% | +409.0% | -354.0% | +21.1% |
| 5Y | +246.3% | +277.3% | -31.0% | +173.4% |
| 10Y | +181.0% | +506.6% | -325.6% | +101.3% |
| All | +464.3% | +3,332.4% | -2,868.1% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling