+215.7%
SIMO vs URA
+36.0%
+179.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.1% |
| 7D | -22.0% | -4.1% | -17.9% | -20.1% |
| 30D | -43.0% | -19.0% | -24.0% | -36.7% |
| 3M | -39.1% | -25.1% | -14.0% | -30.2% |
| 6M | -33.3% | -44.5% | +11.2% | -14.9% |
| YTD | +77.0% | -24.3% | +101.3% | +96.5% |
| 1Y | +73.0% | -28.1% | +101.1% | +95.6% |
| 3Y | +215.7% | +40.7% | +175.0% | +163.8% |
| All | +215.7% | +36.0% | +179.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling