+235.5%
SIMO vs UEC
-1.0%
+236.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.5% |
| 7D | +14.5% | -0.2% | +14.7% | +14.6% |
| 30D | +20.4% | +1.9% | +18.5% | +19.8% |
| 3M | +7.1% | +8.9% | -1.8% | +4.7% |
| 6M | +129.2% | -14.5% | +143.7% | +125.8% |
| YTD | +201.9% | -0.7% | +202.6% | +190.1% |
| 1Y | +235.5% | -4.1% | +239.6% | +230.1% |
| All | +235.5% | -1.0% | +236.5% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling