+415.5%
SIMO vs URA
+114.7%
+300.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.4% |
| 7D | +4.2% | +1.1% | +3.2% | +3.8% |
| 30D | +4.1% | +7.4% | -3.3% | +0.9% |
| 3M | -12.9% | -8.4% | -4.5% | -10.3% |
| 6M | +110.3% | -12.7% | +123.1% | +116.9% |
| YTD | +178.6% | +7.8% | +170.8% | +162.9% |
| 1Y | +220.0% | +19.5% | +200.5% | +187.4% |
| All | +415.5% | +114.7% | +300.7% | +272.3% |
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