+567.9%
UMC vs SIMO
+2,312.3%
-1,744.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | +17.8% | +14.9% | +2.9% | +13.6% |
| 30D | -29.6% | -27.0% | -2.6% | -23.8% |
| 3M | -18.4% | -25.4% | +7.0% | -13.2% |
| 6M | -0.1% | -30.3% | +30.1% | +7.6% |
| YTD | +104.0% | +95.8% | +8.3% | +65.4% |
| 1Y | +121.5% | +100.0% | +21.5% | +78.3% |
| 3Y | +135.0% | +238.3% | -103.2% | +61.6% |
| 5Y | +83.0% | +187.6% | -104.5% | +26.3% |
| 10Y | +1,312.7% | +422.5% | +890.2% | +698.1% |
| All | +567.9% | +2,312.3% | -1,744.4% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling