+482.0%
XOM vs SIMO
+2,171.3%
-1,689.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | -7.3% | -16.0% | +8.7% | -5.8% |
| 30D | -2.6% | -35.8% | +33.1% | +1.2% |
| 3M | +3.6% | -26.5% | +30.1% | +5.5% |
| 6M | +15.3% | -33.0% | +48.3% | +16.7% |
| YTD | +39.4% | +84.3% | -44.9% | +23.6% |
| 1Y | +43.2% | +82.0% | -38.8% | +27.0% |
| 3Y | +74.9% | +218.5% | -143.5% | +42.3% |
| 5Y | +201.3% | +175.0% | +26.2% | +142.8% |
| 10Y | +188.5% | +407.5% | -219.0% | +108.5% |
| All | +482.0% | +2,171.3% | -1,689.3% | +184.0% |
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