+388.8%
SIMO vs URA
+266.3%
+122.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.0% |
| 7D | +4.1% | -1.5% | +5.7% | +4.8% |
| 30D | -24.0% | -10.4% | -13.6% | -20.3% |
| 3M | -31.8% | -29.6% | -2.1% | -22.3% |
| 6M | -36.9% | -40.3% | +3.4% | -24.0% |
| YTD | +84.8% | -25.5% | +110.3% | +104.0% |
| 1Y | +99.0% | -26.4% | +125.4% | +120.2% |
| 3Y | +217.9% | +31.4% | +186.5% | +185.7% |
| 5Y | +171.5% | +28.6% | +142.9% | +136.5% |
| All | +388.8% | +266.3% | +122.5% | +161.9% |
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