+99.0%
SIMO vs URA
-29.3%
+128.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.6% |
| 7D | +4.1% | -1.5% | +5.7% | +5.2% |
| 30D | -24.0% | -10.4% | -13.6% | -18.0% |
| 3M | -31.8% | -29.6% | -2.1% | -16.9% |
| 6M | -36.9% | -40.3% | +3.4% | -20.6% |
| YTD | +84.8% | -25.5% | +110.3% | +104.6% |
| 1Y | +99.0% | -26.4% | +125.4% | +120.6% |
| All | +99.0% | -29.3% | +128.3% | +120.6% |
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 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