+197.7%
UPS vs SIMO
+3,332.4%
-3,134.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.2% |
| 7D | -2.9% | +4.2% | -7.1% | -3.4% |
| 30D | -3.5% | +4.1% | -7.6% | -4.5% |
| 3M | -5.7% | -12.9% | +7.2% | -5.6% |
| 6M | -4.4% | +110.3% | -114.7% | -15.3% |
| YTD | +8.0% | +178.6% | -170.6% | -8.1% |
| 1Y | +29.0% | +220.0% | -191.0% | +7.5% |
| 3Y | -27.7% | +409.0% | -436.7% | -44.1% |
| 5Y | -34.3% | +277.3% | -311.7% | -48.5% |
| 10Y | +37.8% | +506.6% | -468.8% | -2.2% |
| All | +197.7% | +3,332.4% | -3,134.6% | +38.9% |
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