+543.0%
XYZ vs SIMO
+507.2%
+35.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.4% | +10.3% | -0.3% |
| 7D | +9.2% | -31.4% | +40.6% | +19.5% |
| 30D | +9.8% | -45.2% | +55.0% | +26.6% |
| 3M | -0.2% | -36.5% | +36.3% | +7.7% |
| 6M | +18.0% | -34.2% | +52.1% | +19.5% |
| YTD | +29.1% | +69.9% | -40.8% | -13.3% |
| 1Y | +14.1% | +60.4% | -46.3% | -21.8% |
| 3Y | +72.6% | +203.1% | -130.5% | -12.2% |
| 5Y | -64.6% | +145.4% | -210.0% | -81.6% |
| 10Y | +590.0% | +368.9% | +221.1% | +156.5% |
| All | +543.0% | +507.2% | +35.8% | +104.2% |
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