+537.4%
UMC vs SIMO
+2,171.3%
-1,633.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.5% |
| 7D | -8.3% | -16.0% | +7.7% | -3.7% |
| 30D | -34.5% | -35.8% | +1.3% | -26.7% |
| 3M | -20.0% | -26.5% | +6.5% | -14.6% |
| 6M | -0.7% | -33.0% | +32.3% | +8.0% |
| YTD | +94.7% | +84.3% | +10.4% | +60.4% |
| 1Y | +106.0% | +82.0% | +24.0% | +69.9% |
| 3Y | +124.3% | +218.5% | -94.2% | +56.6% |
| 5Y | +78.0% | +175.0% | -97.1% | +24.3% |
| 10Y | +1,225.9% | +407.5% | +818.4% | +655.2% |
| All | +537.4% | +2,171.3% | -1,633.9% | +51.6% |
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