-19.7%
USAR vs SIMO
+214.6%
-234.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +9.6% |
| 7D | -14.5% | -22.0% | +7.5% | -8.2% |
| 30D | -37.8% | -43.0% | +5.2% | -27.7% |
| 3M | -52.8% | -39.1% | -13.6% | -46.7% |
| 6M | -71.2% | -33.3% | -38.0% | -67.9% |
| YTD | -30.9% | +77.0% | -107.8% | -37.4% |
| 1Y | -48.0% | +73.0% | -121.0% | -52.8% |
| 3Y | -19.7% | +215.7% | -235.4% | -32.0% |
| All | -19.7% | +214.6% | -234.3% | -32.0% |
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