+100.4%
SIMO vs STLA
-61.0%
+161.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.5% | +12.2% | +8.8% |
| 7D | +0.9% | -11.6% | +12.5% | +1.4% |
| 30D | -25.4% | -6.2% | -19.2% | -25.4% |
| 3M | -17.8% | -24.6% | +6.8% | -17.4% |
| 6M | -29.6% | -44.9% | +15.4% | -28.3% |
| YTD | +100.3% | -62.3% | +162.6% | +102.1% |
| 1Y | +100.4% | -61.8% | +162.2% | +100.7% |
| All | +100.4% | -61.0% | +161.4% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling