+206.7%
UAL vs SIMO
+214.6%
-7.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.3% |
| 7D | +8.2% | -22.0% | +30.1% | +12.5% |
| 30D | +2.3% | -43.0% | +45.4% | +12.6% |
| 3M | -12.7% | -39.1% | +26.5% | -6.2% |
| 6M | +12.7% | -33.3% | +46.0% | +14.8% |
| YTD | +0.8% | +77.0% | -76.1% | -29.8% |
| 1Y | +17.8% | +73.0% | -55.2% | -17.4% |
| 3Y | +206.7% | +215.7% | -9.0% | +43.7% |
| All | +206.7% | +214.6% | -7.9% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling