+270.1%
SIMO vs URA
+128.0%
+142.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.5% |
| 7D | +4.2% | +1.1% | +3.2% | +3.9% |
| 30D | +4.1% | +7.4% | -3.3% | +1.6% |
| 3M | -12.9% | -8.4% | -4.5% | -10.6% |
| 6M | +110.3% | -12.7% | +123.1% | +116.5% |
| YTD | +178.6% | +7.8% | +170.8% | +168.6% |
| 1Y | +220.0% | +19.5% | +200.5% | +198.4% |
| 3Y | +409.0% | +116.4% | +292.6% | +301.7% |
| All | +270.1% | +128.0% | +142.1% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling