+41.2%
USB vs SIMO
+269.6%
-228.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.1% |
| 7D | +1.4% | +4.2% | -2.8% | +1.0% |
| 30D | -1.3% | +4.1% | -5.4% | -2.0% |
| 3M | +15.2% | -12.9% | +28.1% | +15.3% |
| 6M | +18.8% | +110.3% | -91.5% | +4.3% |
| YTD | +21.0% | +178.6% | -157.6% | +0.6% |
| 1Y | +34.0% | +220.0% | -186.0% | +8.1% |
| 3Y | +95.3% | +409.0% | -313.7% | +42.4% |
| All | +41.2% | +269.6% | -228.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling