+45.3%
XOP vs SIMO
+94.5%
-49.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -6.3% |
| 7D | -10.5% | -16.9% | +6.4% | -10.4% |
| 30D | -4.3% | -35.4% | +31.0% | -4.2% |
| 3M | +4.7% | -31.9% | +36.6% | +4.9% |
| 6M | -0.1% | -19.3% | +19.2% | -0.1% |
| YTD | +43.8% | +98.5% | -54.6% | +45.4% |
| 1Y | +45.3% | +100.5% | -55.2% | +46.9% |
| All | +45.3% | +94.5% | -49.2% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling