+384.8%
SIMO vs URA
+278.3%
+106.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.6% |
| 7D | -22.0% | -4.1% | -17.9% | -20.5% |
| 30D | -43.0% | -19.0% | -24.0% | -38.1% |
| 3M | -39.1% | -25.1% | -14.0% | -32.3% |
| 6M | -33.3% | -44.5% | +11.2% | -18.1% |
| YTD | +77.0% | -24.3% | +101.3% | +94.0% |
| 1Y | +73.0% | -28.1% | +101.1% | +92.5% |
| 3Y | +215.7% | +40.7% | +175.0% | +177.9% |
| 5Y | +155.6% | +35.5% | +120.2% | +118.7% |
| All | +384.8% | +278.3% | +106.5% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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