-63.9%
XYZ vs SIMO
+154.7%
-218.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +1.0% |
| 7D | +12.1% | -22.0% | +34.1% | +16.4% |
| 30D | +12.4% | -43.0% | +55.4% | +23.0% |
| 3M | +8.2% | -39.1% | +47.3% | +15.3% |
| 6M | +20.7% | -33.3% | +54.0% | +21.1% |
| YTD | +31.3% | +77.0% | -45.6% | -7.0% |
| 1Y | +20.5% | +73.0% | -52.5% | -14.1% |
| 3Y | +72.6% | +215.7% | -143.1% | -4.6% |
| All | -63.9% | +154.7% | -218.6% | -79.3% |
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