-29.6%
SIMO vs UMAC
-6.5%
-23.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | -25.4% | -35.6% | +10.2% | -17.5% |
| 3M | -17.8% | -51.3% | +33.5% | -5.4% |
| 6M | -29.6% | -17.5% | -12.0% | -27.4% |
| All | -29.6% | -6.5% | -23.0% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling