+50.7%
XRT vs SIMO
+214.6%
-163.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.0% |
| 7D | +0.9% | -22.0% | +22.9% | +2.2% |
| 30D | +7.9% | -43.0% | +51.0% | +11.5% |
| 3M | -0.2% | -39.1% | +39.0% | +2.1% |
| 6M | +5.6% | -33.3% | +38.9% | +5.2% |
| YTD | +5.7% | +77.0% | -71.3% | -13.5% |
| 1Y | +14.6% | +73.0% | -58.4% | -5.9% |
| 3Y | +50.7% | +215.7% | -165.0% | +0.5% |
| All | +50.7% | +214.6% | -163.9% | +0.5% |
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