+12.5%
UAL vs SIMO
+90.9%
-78.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.3% |
| 7D | -3.0% | +4.1% | -7.2% | -3.3% |
| 30D | +10.5% | -24.0% | +34.4% | +12.2% |
| 3M | -13.5% | -31.8% | +18.3% | -11.6% |
| 6M | +14.2% | -36.9% | +51.1% | +16.2% |
| YTD | -2.2% | +84.8% | -87.1% | -16.2% |
| 1Y | +12.5% | +99.0% | -86.5% | -6.9% |
| All | +12.5% | +90.9% | -78.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling