+203.4%
URI vs SIMO
+269.6%
-66.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | +0.2% |
| 7D | -2.0% | +4.2% | -6.2% | -2.7% |
| 30D | -12.9% | +4.1% | -17.0% | -13.9% |
| 3M | -6.7% | -12.9% | +6.1% | -6.1% |
| 6M | +19.0% | +110.3% | -91.4% | -0.4% |
| YTD | +25.5% | +178.6% | -153.0% | -2.8% |
| 1Y | +5.5% | +220.0% | -214.5% | -21.7% |
| 3Y | +111.3% | +409.0% | -297.7% | +37.4% |
| All | +203.4% | +269.6% | -66.2% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling