+109.7%
UL vs SIMO
+394.4%
-284.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.1% |
| 7D | +1.1% | +4.1% | -3.0% | +1.1% |
| 30D | +4.5% | -24.0% | +28.5% | +4.7% |
| 3M | +6.5% | -31.8% | +38.2% | +6.6% |
| 6M | +18.2% | -36.9% | +55.0% | +18.0% |
| YTD | +4.7% | +84.8% | -80.1% | -0.9% |
| 1Y | +0.8% | +99.0% | -98.2% | -5.0% |
| 3Y | +35.9% | +217.9% | -182.1% | +23.1% |
| 5Y | +33.4% | +171.5% | -138.1% | +20.3% |
| All | +109.7% | +394.4% | -284.7% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling