+78.0%
UMC vs SIMO
+171.3%
-93.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | -8.3% | -16.0% | +7.7% | -2.6% |
| 30D | -34.5% | -35.8% | +1.3% | -24.8% |
| 3M | -20.0% | -26.5% | +6.5% | -13.5% |
| 6M | -0.7% | -33.0% | +32.3% | +10.2% |
| YTD | +94.7% | +84.3% | +10.4% | +56.2% |
| 1Y | +106.0% | +82.0% | +24.0% | +65.5% |
| 3Y | +124.3% | +218.5% | -94.2% | +48.6% |
| 5Y | +78.0% | +175.0% | -97.1% | +22.9% |
| All | +78.0% | +171.3% | -93.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling