-36.1%
AUR vs SIMO
+287.2%
-323.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.8% |
| 7D | +0.2% | +12.5% | -12.4% | -4.7% |
| 30D | -8.9% | +18.4% | -27.3% | -15.3% |
| 3M | +4.6% | +5.6% | -1.0% | -2.0% |
| 6M | +44.9% | +116.9% | -72.1% | -8.3% |
| YTD | +64.8% | +188.4% | -123.6% | -12.4% |
| 1Y | +16.4% | +221.3% | -204.9% | -42.1% |
| 3Y | +85.1% | +438.6% | -353.5% | -31.3% |
| 5Y | -36.1% | +287.9% | -324.0% | -73.3% |
| All | -36.1% | +287.2% | -323.3% | -73.3% |
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