+468.2%
UL vs SIMO
+2,080.4%
-1,612.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.8% |
| 7D | +1.1% | -22.0% | +23.1% | +2.4% |
| 30D | +8.2% | -43.0% | +51.3% | +11.3% |
| 3M | +4.5% | -39.1% | +43.7% | +6.6% |
| 6M | +12.6% | -33.3% | +45.8% | +12.9% |
| YTD | +3.5% | +77.0% | -73.4% | -4.4% |
| 1Y | -0.4% | +73.0% | -73.4% | -8.0% |
| 3Y | +36.0% | +215.7% | -179.7% | +18.0% |
| 5Y | +30.9% | +155.6% | -124.7% | +13.6% |
| 10Y | +97.5% | +388.4% | -290.8% | +56.9% |
| All | +468.2% | +2,080.4% | -1,612.3% | +235.3% |
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