+200.6%
UAL vs SIMO
+202.0%
-1.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.4% | +9.8% | -1.9% |
| 7D | +5.0% | -31.4% | +36.4% | +11.9% |
| 30D | -1.2% | -45.2% | +43.9% | +9.4% |
| 3M | -16.8% | -36.5% | +19.7% | -11.6% |
| 6M | +18.0% | -34.2% | +52.1% | +20.2% |
| YTD | -1.2% | +69.9% | -71.1% | -30.6% |
| 1Y | +14.3% | +60.4% | -46.1% | -17.9% |
| All | +200.6% | +202.0% | -1.5% | +41.9% |
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 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