+163.9%
SIMO vs UMAC
+214.8%
-50.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.4% |
| 7D | -16.0% | -13.9% | -2.1% | -15.3% |
| 30D | -35.8% | -39.6% | +3.8% | -34.0% |
| 3M | -26.5% | -53.6% | +27.1% | -23.8% |
| 6M | -33.0% | -6.2% | -26.8% | -32.2% |
| YTD | +84.3% | -1.2% | +85.5% | +84.4% |
| 1Y | +82.0% | +9.7% | +72.3% | +81.0% |
| All | +163.9% | +214.8% | -50.9% | +177.6% |
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