+44.3%
UPS vs SIMO
+436.4%
-392.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.8% |
| 7D | +1.1% | -8.2% | +9.3% | +1.8% |
| 30D | +17.3% | -34.6% | +51.9% | +22.3% |
| 3M | +7.9% | -32.6% | +40.5% | +11.0% |
| 6M | +13.7% | -31.8% | +45.6% | +14.9% |
| YTD | +17.2% | +87.6% | -70.4% | -0.1% |
| 1Y | +23.2% | +86.7% | -63.4% | +5.0% |
| 3Y | -5.9% | +227.4% | -233.3% | -28.7% |
| 5Y | -33.1% | +173.0% | -206.1% | -49.4% |
| 10Y | +44.3% | +409.6% | -365.3% | -9.1% |
| All | +44.3% | +436.4% | -392.0% | -9.1% |
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