+54.8%
XOP vs SIMO
+557.5%
-502.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.1% |
| 7D | +1.6% | +12.5% | -10.9% | -0.7% |
| 30D | +9.6% | +18.4% | -8.8% | +5.5% |
| 3M | +16.9% | +5.6% | +11.3% | +12.5% |
| 6M | +24.0% | +116.9% | -92.9% | -2.0% |
| YTD | +56.2% | +188.4% | -132.2% | +13.0% |
| 1Y | +51.8% | +221.3% | -169.5% | +5.8% |
| 3Y | +37.0% | +438.6% | -401.6% | -19.9% |
| 5Y | +163.4% | +287.9% | -124.5% | +58.9% |
| All | +54.8% | +557.5% | -502.7% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling