+323.3%
SIMO vs UMAC
+549.5%
-226.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.3% | -3.2% | +5.8% |
| 7D | +14.6% | +14.7% | -0.1% | +13.9% |
| 30D | +6.2% | -0.5% | +6.7% | +6.1% |
| 3M | +3.6% | +0.5% | +3.1% | +2.8% |
| 6M | +130.8% | +57.9% | +72.8% | +125.4% |
| YTD | +195.8% | +103.9% | +91.8% | +185.5% |
| 1Y | +225.0% | +159.3% | +65.7% | +211.0% |
| All | +323.3% | +549.5% | -226.2% | +329.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling