+489.9%
XOM vs SIMO
+2,368.1%
-1,878.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | +0.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -3.2% | -25.4% | +22.2% | -0.8% |
| 3M | +5.0% | -17.8% | +22.8% | +5.7% |
| 6M | +12.9% | -29.6% | +42.4% | +13.7% |
| YTD | +41.3% | +100.3% | -59.0% | +24.2% |
| 1Y | +43.2% | +100.4% | -57.2% | +25.8% |
| 3Y | +77.3% | +246.1% | -168.8% | +43.0% |
| 5Y | +204.8% | +189.8% | +15.0% | +144.5% |
| 10Y | +197.1% | +434.6% | -237.5% | +113.6% |
| All | +489.9% | +2,368.1% | -1,878.2% | +185.4% |
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