-36.7%
AUR vs SIMO
+334.6%
-371.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.9% |
| 7D | +0.2% | +12.5% | -12.4% | -4.5% |
| 30D | -8.9% | +18.4% | -27.3% | -15.1% |
| 3M | +4.6% | +5.6% | -1.0% | -1.7% |
| 6M | +44.9% | +116.9% | -72.1% | -6.1% |
| YTD | +64.8% | +188.4% | -123.6% | -9.3% |
| 1Y | +16.4% | +221.3% | -204.9% | -39.7% |
| 3Y | +85.1% | +438.6% | -353.5% | -26.7% |
| 5Y | -36.1% | +287.9% | -324.0% | -71.1% |
| All | -36.7% | +334.6% | -371.3% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling