+408.0%
SIMO vs STLA
+21.0%
+387.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -8.5% | -6.4% | -2.1% | -6.9% |
| 30D | -34.8% | -1.3% | -33.5% | -34.7% |
| 3M | -32.8% | -19.9% | -12.9% | -29.4% |
| 6M | -32.0% | -42.9% | +10.9% | -22.1% |
| YTD | +87.0% | -59.4% | +146.4% | +130.8% |
| 1Y | +86.1% | -56.8% | +142.9% | +124.7% |
| 3Y | +226.4% | -73.1% | +299.5% | +336.1% |
| 5Y | +172.1% | -70.1% | +242.2% | +243.7% |
| 10Y | +408.0% | +19.8% | +388.2% | +351.3% |
| All | +408.0% | +21.0% | +387.0% | +351.3% |
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