+215.2%
UPS vs SIMO
+2,080.4%
-1,865.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.6% | -2.9% |
| 7D | 0.0% | -22.0% | +22.0% | +2.5% |
| 30D | +17.3% | -43.0% | +60.4% | +24.1% |
| 3M | +6.6% | -39.1% | +45.8% | +11.0% |
| 6M | +12.0% | -33.3% | +45.3% | +13.7% |
| YTD | +14.4% | +77.0% | -62.6% | +1.2% |
| 1Y | +23.3% | +73.0% | -49.7% | +9.3% |
| 3Y | -9.6% | +215.7% | -225.3% | -27.1% |
| 5Y | -34.1% | +155.6% | -189.8% | -46.7% |
| 10Y | +49.5% | +388.4% | -338.9% | +7.8% |
| All | +215.2% | +2,080.4% | -1,865.2% | +52.9% |
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