+4,682.6%
SIMO vs URA
-53.7%
+4,736.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.3% | -9.1% | -12.2% |
| 7D | -31.4% | -13.3% | -18.1% | -26.9% |
| 30D | -45.2% | -25.9% | -19.3% | -37.5% |
| 3M | -36.5% | -27.8% | -8.7% | -27.1% |
| 6M | -34.2% | -42.8% | +8.7% | -16.8% |
| YTD | +69.9% | -27.5% | +97.4% | +91.9% |
| 1Y | +60.4% | -35.1% | +95.5% | +88.7% |
| 3Y | +203.1% | +31.1% | +172.1% | +160.8% |
| 5Y | +145.4% | +29.8% | +115.7% | +99.9% |
| 10Y | +368.9% | +265.1% | +103.8% | +106.1% |
| All | +4,682.6% | -53.7% | +4,736.2% | +6,649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling