+43.3%
UPS vs SIMO
+423.7%
-380.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.6% |
| 7D | -0.6% | +14.9% | -15.5% | -2.2% |
| 30D | +16.4% | -27.0% | +43.4% | +19.8% |
| 3M | +7.9% | -25.4% | +33.3% | +9.7% |
| 6M | +15.8% | -30.3% | +46.1% | +16.7% |
| YTD | +16.6% | +95.8% | -79.2% | -1.1% |
| 1Y | +22.3% | +100.0% | -77.7% | +3.3% |
| 3Y | -6.2% | +238.3% | -244.5% | -29.2% |
| 5Y | -34.4% | +187.6% | -222.0% | -50.8% |
| All | +43.3% | +423.7% | -380.4% | -10.1% |
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