-61.6%
XYZ vs SIMO
+169.9%
-231.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.6% |
| 7D | +14.9% | -8.5% | +23.4% | +16.0% |
| 30D | +14.7% | -34.8% | +49.5% | +22.4% |
| 3M | +12.1% | -32.8% | +44.9% | +17.3% |
| 6M | +18.3% | -32.0% | +50.3% | +18.7% |
| YTD | +36.1% | +87.0% | -51.0% | -4.5% |
| 1Y | +35.3% | +86.1% | -50.8% | -5.1% |
| 3Y | +73.5% | +226.4% | -152.9% | -4.3% |
| 5Y | -61.6% | +172.1% | -233.8% | -78.3% |
| All | -61.6% | +169.9% | -231.5% | -78.3% |
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