+29.7%
XOP vs SIMO
+214.6%
-184.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.5% |
| 7D | -14.7% | -22.0% | +7.3% | -13.1% |
| 30D | -7.7% | -43.0% | +35.4% | -3.9% |
| 3M | +4.4% | -39.1% | +43.6% | +7.6% |
| 6M | +3.5% | -33.3% | +36.8% | +4.1% |
| YTD | +39.4% | +77.0% | -37.6% | +17.6% |
| 1Y | +39.8% | +73.0% | -33.2% | +18.3% |
| 3Y | +29.7% | +215.7% | -186.1% | -11.9% |
| All | +29.7% | +214.6% | -184.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling