+0.3%
XRT vs SIMO
+269.6%
-269.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -0.1% |
| 7D | +0.8% | +4.2% | -3.4% | +0.2% |
| 30D | -4.2% | +4.1% | -8.3% | -5.1% |
| 3M | +5.1% | -12.9% | +18.0% | +5.1% |
| 6M | +2.4% | +110.3% | -107.9% | -13.7% |
| YTD | +3.2% | +178.6% | -175.4% | -19.0% |
| 1Y | +1.5% | +220.0% | -218.5% | -23.2% |
| 3Y | +40.6% | +409.0% | -368.5% | -6.6% |
| All | +0.3% | +269.6% | -269.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling