+576.4%
SIMO vs USHY
+49.7%
+526.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.7% |
| 7D | +12.5% | -0.7% | +13.3% | +13.9% |
| 30D | +18.4% | -0.5% | +19.0% | +19.5% |
| 3M | +5.6% | +0.5% | +5.1% | +5.0% |
| 6M | +116.9% | +1.5% | +115.4% | +112.5% |
| YTD | +188.4% | +1.7% | +186.7% | +181.9% |
| 1Y | +221.3% | +3.5% | +217.7% | +206.4% |
| 3Y | +438.6% | +27.2% | +411.4% | +285.8% |
| 5Y | +287.9% | +21.0% | +266.9% | +205.4% |
| All | +576.4% | +49.7% | +526.7% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling