+434.6%
SIMO vs URA
+277.9%
+156.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.1% |
| 7D | +0.9% | +2.9% | -1.9% | +0.2% |
| 30D | -25.4% | -10.8% | -14.6% | -21.7% |
| 3M | -17.8% | -25.5% | +7.8% | -8.3% |
| 6M | -29.6% | -41.2% | +11.7% | -15.1% |
| YTD | +100.3% | -21.3% | +121.6% | +116.7% |
| 1Y | +100.4% | -25.7% | +126.1% | +120.4% |
| 3Y | +246.1% | +43.1% | +203.0% | +202.3% |
| 5Y | +189.8% | +35.6% | +154.2% | +147.7% |
| 10Y | +434.6% | +281.3% | +153.3% | +187.6% |
| All | +434.6% | +277.9% | +156.7% | +187.6% |
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