+82.5%
XOP vs SIMO
+2,489.5%
-2,407.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.7% |
| 7D | +2.6% | +4.2% | -1.7% | +1.5% |
| 30D | +15.4% | +4.1% | +11.4% | +13.4% |
| 3M | +12.1% | -12.9% | +24.9% | +11.9% |
| 6M | +19.7% | +110.3% | -90.7% | -5.6% |
| YTD | +52.4% | +178.6% | -126.2% | +11.0% |
| 1Y | +47.6% | +220.0% | -172.4% | +3.1% |
| 3Y | +34.4% | +409.0% | -374.7% | -18.3% |
| 5Y | +154.4% | +277.3% | -122.9% | +58.2% |
| 10Y | +54.7% | +506.6% | -451.9% | -19.4% |
| All | +82.5% | +2,489.5% | -2,407.0% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling