+23.5%
UL vs SIMO
+269.6%
-246.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | +0.1% |
| 7D | -1.3% | +4.2% | -5.6% | -1.2% |
| 30D | +0.5% | +4.1% | -3.6% | +0.6% |
| 3M | +17.6% | -12.9% | +30.5% | +17.7% |
| 6M | -5.4% | +110.3% | -115.7% | -5.7% |
| YTD | +0.7% | +178.6% | -177.9% | 0.0% |
| 1Y | -9.3% | +220.0% | -229.2% | -10.2% |
| 3Y | +24.5% | +409.0% | -384.5% | +21.1% |
| All | +23.5% | +269.6% | -246.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling