+164.1%
URI vs SIMO
+229.1%
-64.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.2% | +6.0% |
| 7D | -4.0% | -8.5% | +4.4% | -2.8% |
| 30D | +6.8% | -34.8% | +41.6% | +12.8% |
| 3M | -2.8% | -32.8% | +30.0% | +1.4% |
| 6M | +20.9% | -32.0% | +52.9% | +24.0% |
| YTD | +40.2% | +87.0% | -46.8% | +11.3% |
| 1Y | +34.1% | +86.1% | -52.0% | +6.3% |
| 3Y | +164.1% | +226.4% | -62.3% | +55.4% |
| All | +164.1% | +229.1% | -64.9% | +55.4% |
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