+415.5%
SIMO vs STLA
-64.3%
+479.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.4% |
| 7D | +4.2% | +2.6% | +1.6% | +3.6% |
| 30D | +4.1% | -1.2% | +5.3% | +4.1% |
| 3M | -12.9% | -24.8% | +11.9% | -6.8% |
| 6M | +110.3% | -25.6% | +135.9% | +123.7% |
| YTD | +178.6% | -48.9% | +227.5% | +225.1% |
| 1Y | +220.0% | -38.8% | +258.8% | +247.7% |
| All | +415.5% | -64.3% | +479.7% | +518.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling