+141.8%
UMC vs SIMO
+297.1%
-155.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.1% | +3.1% |
| 7D | +6.6% | +14.6% | -8.0% | +1.9% |
| 30D | +16.6% | +6.2% | +10.4% | +13.0% |
| 3M | +11.0% | +3.6% | +7.5% | +9.0% |
| 6M | +131.3% | +130.8% | +0.5% | +74.1% |
| YTD | +182.5% | +195.8% | -13.3% | +96.4% |
| 1Y | +222.3% | +225.0% | -2.7% | +116.3% |
| 3Y | +253.0% | +452.3% | -199.3% | +97.8% |
| 5Y | +141.8% | +303.6% | -161.8% | +50.0% |
| All | +141.8% | +297.1% | -155.3% | +50.0% |
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 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