+112.3%
UAL vs SIMO
+154.7%
-42.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.2% |
| 7D | +8.2% | -22.0% | +30.1% | +12.7% |
| 30D | +2.3% | -43.0% | +45.4% | +13.1% |
| 3M | -12.7% | -39.1% | +26.5% | -5.9% |
| 6M | +12.7% | -33.3% | +46.0% | +15.4% |
| YTD | +0.8% | +77.0% | -76.1% | -24.8% |
| 1Y | +17.8% | +73.0% | -55.2% | -11.7% |
| 3Y | +206.7% | +215.7% | -9.0% | +85.4% |
| All | +112.3% | +154.7% | -42.4% | +31.7% |
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 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