+251.3%
UAL vs SIMO
+2,165.4%
-1,914.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | +0.3% |
| 7D | +0.7% | +4.2% | -3.5% | -0.4% |
| 30D | -16.1% | +4.1% | -20.2% | -17.7% |
| 3M | +6.1% | -12.9% | +19.0% | +6.3% |
| 6M | +10.8% | +110.3% | -99.5% | -15.2% |
| YTD | -0.4% | +178.6% | -179.0% | -30.3% |
| 1Y | +5.0% | +220.0% | -215.0% | -29.6% |
| 3Y | +124.0% | +409.0% | -285.0% | +30.6% |
| 5Y | +141.0% | +277.3% | -136.3% | +45.1% |
| 10Y | +118.0% | +506.6% | -388.6% | +8.5% |
| All | +251.3% | +2,165.4% | -1,914.1% | -26.6% |
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