+332.2%
SIMO vs UMAC
+508.0%
-175.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +2.4% |
| 7D | +14.5% | +3.3% | +11.2% | +14.3% |
| 30D | +20.4% | -10.4% | +30.8% | +20.8% |
| 3M | +7.1% | +1.8% | +5.4% | +6.4% |
| 6M | +129.2% | +40.7% | +88.5% | +124.8% |
| YTD | +201.9% | +90.9% | +111.0% | +192.2% |
| 1Y | +235.5% | +151.8% | +83.7% | +221.7% |
| All | +332.2% | +508.0% | -175.8% | +339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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