+528.0%
XRT vs SIMO
+1,545.0%
-1,017.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.4% |
| 7D | +0.9% | -22.0% | +22.9% | +4.3% |
| 30D | +7.9% | -43.0% | +51.0% | +16.5% |
| 3M | -0.2% | -39.1% | +39.0% | +5.4% |
| 6M | +5.6% | -33.3% | +38.9% | +7.2% |
| YTD | +5.7% | +77.0% | -71.3% | -12.4% |
| 1Y | +14.6% | +73.0% | -58.4% | -4.7% |
| 3Y | +50.7% | +215.7% | -165.0% | +9.9% |
| 5Y | -4.8% | +155.6% | -160.5% | -29.9% |
| 10Y | +152.6% | +388.4% | -235.7% | +58.3% |
| All | +528.0% | +1,545.0% | -1,017.0% | +111.2% |
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