+7,741.2%
SIMO vs URA
-31.1%
+7,772.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -12.9% | -8.4% | -4.5% | -9.4% |
| 6M | +110.3% | -12.7% | +123.1% | +119.8% |
| YTD | +178.6% | +7.8% | +170.8% | +165.8% |
| 1Y | +220.0% | +19.5% | +200.5% | +190.3% |
| 3Y | +409.0% | +116.4% | +292.6% | +253.7% |
| 5Y | +277.3% | +134.3% | +143.0% | +133.1% |
| 10Y | +506.6% | +359.3% | +147.4% | +145.8% |
| All | +7,741.2% | -31.1% | +7,772.3% | +9,246.3% |
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 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