-20.3%
USAR vs SIMO
+221.6%
-241.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.8% |
| 7D | -0.8% | +4.1% | -4.9% | -2.0% |
| 30D | -20.9% | -24.0% | +3.0% | -14.8% |
| 3M | -56.2% | -31.8% | -24.4% | -51.9% |
| 6M | -67.9% | -36.9% | -31.0% | -64.1% |
| YTD | -31.4% | +84.8% | -116.3% | -38.7% |
| 1Y | -45.1% | +99.0% | -144.0% | -51.6% |
| 3Y | -20.3% | +217.9% | -238.3% | -33.4% |
| All | -20.3% | +221.6% | -241.9% | -33.4% |
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