+65.0%
UBER vs SIMO
+359.3%
-294.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.1% |
| 7D | +5.1% | -22.0% | +27.1% | +9.5% |
| 30D | +0.2% | -43.0% | +43.3% | +10.3% |
| 3M | -2.7% | -39.1% | +36.5% | +3.7% |
| 6M | -13.4% | -33.3% | +19.9% | -13.5% |
| YTD | -16.1% | +77.0% | -93.0% | -41.2% |
| 1Y | -25.5% | +73.0% | -98.6% | -47.6% |
| 3Y | +42.5% | +215.7% | -173.2% | -23.0% |
| 5Y | +45.3% | +155.6% | -110.3% | -20.5% |
| All | +65.0% | +359.3% | -294.3% | -46.2% |
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 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