+116.5%
UAL vs SIMO
+170.3%
-53.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.7% |
| 7D | -3.0% | +4.1% | -7.2% | -3.9% |
| 30D | +10.5% | -24.0% | +34.4% | +15.1% |
| 3M | -13.5% | -31.8% | +18.3% | -8.9% |
| 6M | +14.2% | -36.9% | +51.1% | +18.8% |
| YTD | -2.2% | +84.8% | -87.1% | -27.7% |
| 1Y | +12.5% | +99.0% | -86.5% | -18.8% |
| 3Y | +186.8% | +217.9% | -31.1% | +73.3% |
| All | +116.5% | +170.3% | -53.8% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling