+780.3%
UMC vs SIMO
+3,332.4%
-2,552.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.7% | -4.1% | +2.3% |
| 7D | +5.0% | +4.2% | +0.7% | +3.7% |
| 30D | +7.7% | +4.1% | +3.6% | +5.5% |
| 3M | +1.7% | -12.9% | +14.5% | +4.5% |
| 6M | +113.9% | +110.3% | +3.6% | +71.8% |
| YTD | +168.9% | +178.6% | -9.7% | +100.4% |
| 1Y | +207.2% | +220.0% | -12.8% | +119.8% |
| 3Y | +227.7% | +409.0% | -181.3% | +104.2% |
| 5Y | +118.0% | +277.3% | -159.3% | +41.0% |
| 10Y | +1,682.1% | +506.6% | +1,175.5% | +865.3% |
| All | +780.3% | +3,332.4% | -2,552.1% | +89.5% |
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