-68.9%
XYZ vs SIMO
+269.6%
-338.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -2.5% |
| 7D | -1.0% | +4.2% | -5.2% | -1.9% |
| 30D | -1.7% | +4.1% | -5.8% | -3.4% |
| 3M | +16.7% | -12.9% | +29.6% | +16.5% |
| 6M | +26.9% | +110.3% | -83.5% | -5.5% |
| YTD | +27.1% | +178.6% | -151.4% | -15.9% |
| 1Y | +9.3% | +220.0% | -210.7% | -31.7% |
| 3Y | +42.3% | +409.0% | -366.8% | -27.6% |
| All | -68.9% | +269.6% | -338.4% | -81.3% |
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