+17.8%
UAL vs SIMO
+67.0%
-49.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.7% |
| 7D | +8.2% | -22.0% | +30.1% | +9.8% |
| 30D | +2.3% | -43.0% | +45.4% | +6.3% |
| 3M | -12.7% | -39.1% | +26.5% | -10.1% |
| 6M | +12.7% | -33.3% | +46.0% | +14.1% |
| YTD | +0.8% | +77.0% | -76.1% | -12.6% |
| 1Y | +17.8% | +73.0% | -55.2% | +3.1% |
| All | +17.8% | +67.0% | -49.2% | +3.1% |
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 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