+1,341.4%
UMC vs SIMO
+453.3%
+888.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.7% | -1.7% | +4.1% |
| 7D | +0.1% | +0.9% | -0.8% | +0.3% |
| 30D | -28.7% | -25.4% | -3.3% | -22.2% |
| 3M | -15.1% | -17.8% | +2.7% | -11.6% |
| 6M | +5.0% | -29.6% | +34.5% | +14.0% |
| YTD | +108.2% | +100.3% | +7.9% | +61.8% |
| 1Y | +121.7% | +100.4% | +21.3% | +72.0% |
| 3Y | +139.8% | +246.1% | -106.3% | +53.4% |
| 5Y | +85.1% | +189.8% | -104.7% | +19.6% |
| 10Y | +1,341.4% | +434.6% | +906.8% | +681.9% |
| All | +1,341.4% | +453.3% | +888.1% | +681.9% |
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 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