+407.5%
SIMO vs STLA
+12.4%
+395.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.8% |
| 7D | -16.0% | -4.9% | -11.1% | -14.9% |
| 30D | -35.8% | -4.9% | -30.8% | -35.0% |
| 3M | -26.5% | -23.7% | -2.8% | -21.7% |
| 6M | -33.0% | -45.0% | +12.0% | -22.4% |
| YTD | +84.3% | -60.9% | +145.2% | +130.1% |
| 1Y | +82.0% | -58.9% | +140.9% | +123.0% |
| 3Y | +218.5% | -74.4% | +292.9% | +332.8% |
| 5Y | +175.0% | -71.5% | +246.6% | +252.8% |
| 10Y | +407.5% | +5.3% | +402.3% | +329.7% |
| All | +407.5% | +12.4% | +395.1% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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