+42.6%
XOP vs SIMO
+436.4%
-393.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.8% |
| 7D | -10.0% | -8.2% | -1.9% | -8.9% |
| 30D | -9.1% | -34.6% | +25.5% | -2.8% |
| 3M | +5.1% | -32.6% | +37.7% | +10.1% |
| 6M | +6.4% | -31.8% | +38.2% | +8.1% |
| YTD | +39.7% | +87.6% | -47.9% | +7.5% |
| 1Y | +37.2% | +86.7% | -49.4% | +5.5% |
| 3Y | +37.6% | +227.4% | -189.8% | -12.8% |
| 5Y | +76.5% | +173.0% | -96.5% | +10.3% |
| 10Y | +42.6% | +409.6% | -367.0% | -35.2% |
| All | +42.6% | +436.4% | -393.7% | -35.2% |
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