+75.2%
SIMO vs URA
-32.0%
+107.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.5% |
| 7D | -21.7% | -4.1% | -17.6% | -19.3% |
| 30D | -42.9% | -19.0% | -23.9% | -35.0% |
| 3M | -38.9% | -25.1% | -13.8% | -28.0% |
| 6M | -33.1% | -44.5% | +11.4% | -14.7% |
| YTD | +77.5% | -24.3% | +101.8% | +93.0% |
| All | +75.2% | -32.0% | +107.3% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling