+73.0%
SIMO vs STLA
-56.7%
+129.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -22.0% | -4.5% | -17.5% | -21.8% |
| 30D | -43.0% | -3.9% | -39.1% | -43.2% |
| 3M | -39.1% | -20.2% | -19.0% | -39.1% |
| 6M | -33.3% | -42.2% | +8.9% | -32.5% |
| YTD | +77.0% | -59.3% | +136.3% | +76.3% |
| 1Y | +73.0% | -56.1% | +129.1% | +66.0% |
| All | +73.0% | -56.7% | +129.7% | +66.0% |
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