+35.2%
XOP vs SIMO
+432.2%
-397.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.6% |
| 7D | +2.6% | +4.2% | -1.7% | +2.2% |
| 30D | +15.4% | +4.1% | +11.4% | +14.6% |
| 3M | +12.1% | -12.9% | +24.9% | +12.2% |
| 6M | +19.7% | +110.3% | -90.7% | +5.4% |
| YTD | +52.4% | +178.6% | -126.2% | +25.5% |
| 1Y | +47.6% | +220.0% | -172.4% | +16.5% |
| All | +35.2% | +432.2% | -397.0% | -5.9% |
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