+329.3%
USB vs SIMO
+3,332.4%
-3,003.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.5% |
| 7D | +1.4% | +4.2% | -2.8% | +0.7% |
| 30D | -1.3% | +4.1% | -5.4% | -2.4% |
| 3M | +15.2% | -12.9% | +28.1% | +15.2% |
| 6M | +18.8% | +110.3% | -91.5% | +1.2% |
| YTD | +21.0% | +178.6% | -157.6% | -2.3% |
| 1Y | +34.0% | +220.0% | -186.0% | +5.2% |
| 3Y | +95.3% | +409.0% | -313.7% | +39.7% |
| 5Y | +40.4% | +277.3% | -236.9% | +2.1% |
| 10Y | +107.3% | +506.6% | -399.3% | +32.6% |
| All | +329.3% | +3,332.4% | -3,003.1% | +48.0% |
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