+74.9%
USAR vs SIMO
+339.1%
-264.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.4% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | +2.6% | +4.1% | -1.5% | +1.1% |
| 3M | -35.0% | -12.9% | -22.1% | -33.6% |
| 6M | -6.9% | +110.3% | -117.2% | -17.0% |
| YTD | +48.0% | +178.6% | -130.6% | +25.7% |
| 1Y | +24.8% | +220.0% | -195.2% | +4.2% |
| 3Y | +73.2% | +409.0% | -335.8% | +40.0% |
| All | +74.9% | +339.1% | -264.3% | +41.3% |
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