+5,264.9%
URI vs SIMO
+1,993.5%
+3,271.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -14.4% | +7.3% | -3.2% |
| 7D | -12.9% | -31.4% | +18.5% | -3.9% |
| 30D | -3.4% | -45.2% | +41.8% | +12.2% |
| 3M | -10.0% | -36.5% | +26.5% | -1.4% |
| 6M | +12.2% | -34.2% | +46.4% | +17.8% |
| YTD | +29.8% | +69.9% | -40.2% | -2.8% |
| 1Y | +24.6% | +60.4% | -35.8% | -5.2% |
| 3Y | +137.6% | +203.1% | -65.5% | +43.6% |
| 5Y | +176.6% | +145.4% | +31.2% | +67.5% |
| 10Y | +1,402.6% | +368.9% | +1,033.7% | +599.2% |
| All | +5,264.9% | +1,993.5% | +3,271.4% | +866.4% |
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 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