+115.0%
UMC vs SIMO
+94.5%
+20.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | +1.3% |
| 7D | -14.7% | -16.9% | +2.2% | -9.3% |
| 30D | -32.9% | -35.4% | +2.5% | -22.6% |
| 3M | -22.2% | -31.9% | +9.7% | -13.7% |
| 6M | +25.9% | -19.3% | +45.2% | +33.8% |
| YTD | +107.9% | +98.5% | +9.4% | +56.6% |
| 1Y | +115.0% | +100.5% | +14.5% | +60.9% |
| All | +115.0% | +94.5% | +20.6% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling