-18.3%
USAR vs SIMO
+179.0%
-197.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.7% | +9.8% |
| 7D | -14.5% | -22.0% | +7.5% | -9.0% |
| 30D | -37.8% | -43.0% | +5.2% | -28.9% |
| 3M | -52.8% | -39.1% | -13.6% | -47.4% |
| 6M | -71.2% | -33.3% | -38.0% | -68.3% |
| YTD | -30.9% | +77.0% | -107.8% | -35.0% |
| 1Y | -48.0% | +73.0% | -121.0% | -51.0% |
| 3Y | -19.7% | +215.7% | -235.4% | -28.2% |
| All | -18.3% | +179.0% | -197.3% | -26.9% |
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