+1,857.3%
UMC vs SIMO
+548.4%
+1,308.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.3% |
| 7D | +13.6% | +14.5% | -0.9% | +9.0% |
| 30D | +20.8% | +20.4% | +0.3% | +13.1% |
| 3M | +16.1% | +7.1% | +9.0% | +12.9% |
| 6M | +137.3% | +129.2% | +8.1% | +80.2% |
| YTD | +193.8% | +201.9% | -8.2% | +104.9% |
| 1Y | +236.1% | +235.5% | +0.6% | +125.9% |
| 3Y | +267.1% | +463.8% | -196.7% | +107.2% |
| 5Y | +145.3% | +306.7% | -161.4% | +45.8% |
| 10Y | +1,857.3% | +579.5% | +1,277.9% | +880.2% |
| All | +1,857.3% | +548.4% | +1,308.9% | +880.2% |
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