+104.6%
UL vs SIMO
+395.4%
-290.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | +2.6% | -16.0% | +18.6% | +2.7% |
| 30D | +6.8% | -35.8% | +42.5% | +7.2% |
| 3M | +5.7% | -26.5% | +32.2% | +5.7% |
| 6M | +15.9% | -33.0% | +48.9% | +15.4% |
| YTD | +4.3% | +84.3% | -80.1% | -1.2% |
| 1Y | -0.4% | +82.0% | -82.4% | -5.6% |
| 3Y | +35.0% | +218.5% | -183.5% | +22.3% |
| 5Y | +31.6% | +175.0% | -143.4% | +18.6% |
| 10Y | +104.6% | +407.5% | -302.9% | +69.5% |
| All | +104.6% | +395.4% | -290.8% | +69.5% |
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