+220.0%
SIMO vs USHY
+4.6%
+215.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.8% |
| 7D | +4.2% | -0.1% | +4.4% | +4.9% |
| 30D | +4.1% | +0.1% | +4.0% | +3.7% |
| 3M | -12.9% | +0.8% | -13.7% | -15.9% |
| 6M | +110.3% | +1.7% | +108.6% | +99.7% |
| YTD | +178.6% | +2.5% | +176.1% | +149.4% |
| 1Y | +220.0% | +4.4% | +215.6% | +143.4% |
| All | +220.0% | +4.6% | +215.4% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling