+218.5%
SIMO vs URA
+41.9%
+176.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | -0.1% |
| 7D | -16.0% | +0.3% | -16.3% | -15.8% |
| 30D | -35.8% | -14.8% | -21.0% | -30.2% |
| 3M | -26.5% | -25.3% | -1.2% | -15.7% |
| 6M | -33.0% | -39.9% | +6.9% | -17.0% |
| YTD | +84.3% | -22.4% | +106.8% | +102.3% |
| 1Y | +82.0% | -29.0% | +111.0% | +106.1% |
| 3Y | +218.5% | +41.0% | +177.5% | +164.8% |
| All | +218.5% | +41.9% | +176.6% | +164.8% |
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