+240.3%
UMC vs SIMO
+239.1%
+1.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.9% | -0.2% |
| 7D | +9.0% | +11.0% | -2.0% | +5.0% |
| 30D | +17.2% | +17.9% | -0.6% | +9.5% |
| 3M | +11.4% | +3.9% | +7.5% | +9.1% |
| 6M | +137.5% | +131.0% | +6.5% | +78.8% |
| YTD | +193.1% | +209.3% | -16.2% | +97.3% |
| 1Y | +240.3% | +223.8% | +16.5% | +127.0% |
| All | +240.3% | +239.1% | +1.2% | +127.0% |
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