+67.0%
XOP vs SIMO
+1,545.0%
-1,478.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -1.1% |
| 7D | -14.7% | -22.0% | +7.3% | -10.4% |
| 30D | -7.7% | -43.0% | +35.4% | +2.6% |
| 3M | +4.4% | -39.1% | +43.6% | +12.7% |
| 6M | +3.5% | -33.3% | +36.8% | +6.3% |
| YTD | +39.4% | +77.0% | -37.6% | +9.5% |
| 1Y | +39.8% | +73.0% | -33.2% | +10.2% |
| 3Y | +29.7% | +215.7% | -186.1% | -14.4% |
| 5Y | +78.6% | +155.6% | -77.1% | +18.0% |
| 10Y | +51.8% | +388.4% | -336.5% | -18.9% |
| All | +67.0% | +1,545.0% | -1,478.1% | -60.6% |
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