+67.3%
XOP vs SIMO
+1,638.5%
-1,571.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -1.0% |
| 7D | -10.0% | -8.5% | -1.6% | -8.6% |
| 30D | -9.1% | -34.8% | +25.8% | -1.7% |
| 3M | +5.1% | -32.8% | +37.9% | +11.0% |
| 6M | +6.4% | -32.0% | +38.4% | +8.8% |
| YTD | +39.7% | +87.0% | -47.3% | +8.4% |
| 1Y | +37.2% | +86.1% | -48.8% | +6.5% |
| 3Y | +37.6% | +226.4% | -188.8% | -9.7% |
| 5Y | +76.5% | +172.1% | -95.6% | +15.1% |
| 10Y | +42.6% | +408.0% | -365.4% | -24.5% |
| All | +67.3% | +1,638.5% | -1,571.2% | -60.9% |
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 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