+58.1%
XRT vs SIMO
+240.7%
-182.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.7% |
| 7D | -0.4% | +14.9% | -15.3% | -1.3% |
| 30D | +7.5% | -27.0% | +34.5% | +9.3% |
| 3M | +2.3% | -25.4% | +27.7% | +3.2% |
| 6M | +12.8% | -30.3% | +43.1% | +12.6% |
| YTD | +7.1% | +95.8% | -88.7% | -12.9% |
| 1Y | +12.3% | +100.0% | -87.8% | -9.3% |
| All | +58.1% | +240.7% | -182.6% | +5.0% |
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 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