+101.1%
UAL vs SIMO
+395.4%
-294.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | +12.5% | -16.0% | +28.5% | +16.7% |
| 30D | +12.2% | -35.8% | +47.9% | +23.0% |
| 3M | -2.6% | -26.5% | +23.9% | +1.7% |
| 6M | +21.1% | -33.0% | +54.1% | +24.8% |
| YTD | +7.8% | +84.3% | -76.5% | -21.9% |
| 1Y | +25.4% | +82.0% | -56.6% | -8.9% |
| 3Y | +217.3% | +218.5% | -1.1% | +87.5% |
| 5Y | +132.9% | +175.0% | -42.1% | +36.3% |
| 10Y | +101.1% | +407.5% | -306.4% | -12.1% |
| All | +101.1% | +395.4% | -294.3% | -12.1% |
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