+92.7%
USB vs SIMO
+360.6%
-267.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.3% | -0.3% |
| 7D | -1.5% | -31.4% | +29.9% | +2.9% |
| 30D | +4.3% | -45.2% | +49.5% | +11.5% |
| 3M | -6.1% | -36.5% | +30.4% | -2.4% |
| 6M | +9.4% | -34.2% | +43.6% | +10.8% |
| YTD | +15.2% | +69.9% | -54.7% | -3.5% |
| 1Y | +32.8% | +60.4% | -27.7% | +12.3% |
| 3Y | +91.3% | +203.1% | -111.8% | +39.5% |
| 5Y | +22.7% | +145.4% | -122.8% | -10.6% |
| All | +92.7% | +360.6% | -267.9% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling