+36.2%
UPS vs SIMO
+515.6%
-479.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.5% |
| 7D | -2.1% | +14.6% | -16.7% | -3.9% |
| 30D | -2.3% | +6.2% | -8.5% | -3.5% |
| 3M | -5.2% | +3.6% | -8.8% | -7.2% |
| 6M | +1.4% | +130.8% | -129.4% | -13.0% |
| YTD | +6.1% | +195.8% | -189.7% | -12.9% |
| 1Y | +27.0% | +225.0% | -198.0% | +2.1% |
| 3Y | -25.9% | +452.3% | -478.2% | -46.5% |
| 5Y | -34.6% | +303.6% | -338.2% | -51.9% |
| 10Y | +36.2% | +528.8% | -492.6% | -15.5% |
| All | +36.2% | +515.6% | -479.5% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling