+66.7%
UL vs SIMO
+515.6%
-449.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.1% |
| 7D | -1.3% | +14.6% | -15.9% | -1.6% |
| 30D | +0.9% | +6.2% | -5.3% | +0.7% |
| 3M | +14.2% | +3.6% | +10.7% | +13.7% |
| 6M | -3.2% | +130.8% | -134.0% | -7.5% |
| YTD | -0.3% | +195.8% | -196.1% | -6.2% |
| 1Y | -8.8% | +225.0% | -233.8% | -14.8% |
| 3Y | +23.9% | +452.3% | -428.4% | +10.7% |
| 5Y | +21.4% | +303.6% | -282.2% | +9.3% |
| 10Y | +66.7% | +528.8% | -462.1% | +41.6% |
| All | +66.7% | +515.6% | -449.0% | +41.6% |
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 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