+317.3%
USB vs SIMO
+2,345.4%
-2,028.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | +3.3% |
| 7D | +2.4% | -16.9% | +19.3% | +4.8% |
| 30D | +6.6% | -35.4% | +41.9% | +12.5% |
| 3M | -4.1% | -31.9% | +27.8% | -0.6% |
| 6M | +12.5% | -19.3% | +31.8% | +11.4% |
| YTD | +17.6% | +98.5% | -80.8% | -1.7% |
| 1Y | +36.5% | +100.5% | -64.0% | +13.7% |
| 3Y | +95.4% | +254.1% | -158.7% | +45.3% |
| 5Y | +26.1% | +187.4% | -161.3% | -5.9% |
| 10Y | +101.3% | +447.7% | -346.4% | +28.9% |
| All | +317.3% | +2,345.4% | -2,028.1% | +49.0% |
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