+82.2%
UBER vs SIMO
+623.0%
-540.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.1% |
| 7D | -3.9% | +4.2% | -8.1% | -4.9% |
| 30D | +11.1% | +4.1% | +7.0% | +8.9% |
| 3M | +4.9% | -12.9% | +17.8% | +4.3% |
| 6M | -1.2% | +110.3% | -111.5% | -27.0% |
| YTD | -7.3% | +178.6% | -185.9% | -39.1% |
| 1Y | -17.6% | +220.0% | -237.6% | -48.9% |
| 3Y | +61.1% | +409.0% | -348.0% | -19.1% |
| 5Y | +87.9% | +277.3% | -189.4% | -0.9% |
| All | +82.2% | +623.0% | -540.7% | -44.3% |
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