-25.1%
UPS vs SIMO
+432.2%
-457.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -2.9% | +4.2% | -7.1% | -3.3% |
| 30D | -3.5% | +4.1% | -7.6% | -4.2% |
| 3M | -5.7% | -12.9% | +7.2% | -5.7% |
| 6M | -4.4% | +110.3% | -114.7% | -14.3% |
| YTD | +8.0% | +178.6% | -170.6% | -7.5% |
| 1Y | +29.0% | +220.0% | -191.0% | +7.6% |
| All | -25.1% | +432.2% | -457.3% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling