+88.1%
UAL vs SIMO
+435.8%
-347.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -3.9% |
| 7D | +2.3% | +0.9% | +1.3% | +1.7% |
| 30D | +13.3% | -25.4% | +38.7% | +19.7% |
| 3M | -6.3% | -17.8% | +11.5% | -4.9% |
| 6M | +22.5% | -29.6% | +52.1% | +24.8% |
| YTD | +5.9% | +100.3% | -94.5% | -24.9% |
| 1Y | +24.7% | +100.4% | -75.7% | -11.7% |
| 3Y | +211.6% | +246.1% | -34.5% | +80.3% |
| 5Y | +130.6% | +189.8% | -59.2% | +33.6% |
| All | +88.1% | +435.8% | -347.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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