+248.5%
UAL vs SIMO
+1,281.8%
-1,033.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.4% | +9.8% | -1.0% |
| 7D | +5.0% | -31.4% | +36.4% | +14.1% |
| 30D | -1.2% | -45.2% | +43.9% | +12.7% |
| 3M | -16.8% | -36.5% | +19.7% | -10.0% |
| 6M | +18.0% | -34.2% | +52.1% | +22.5% |
| YTD | -1.2% | +69.9% | -71.1% | -23.8% |
| 1Y | +14.3% | +60.4% | -46.1% | -10.6% |
| 3Y | +194.6% | +203.1% | -8.6% | +90.7% |
| 5Y | +109.6% | +145.4% | -35.8% | +37.0% |
| 10Y | +93.1% | +368.9% | -275.8% | +0.4% |
| All | +248.5% | +1,281.8% | -1,033.2% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling