+215.7%
SIMO vs STLA
-74.0%
+289.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | -22.0% | -4.5% | -17.5% | -21.3% |
| 30D | -43.0% | -3.9% | -39.1% | -42.6% |
| 3M | -39.1% | -20.2% | -19.0% | -36.4% |
| 6M | -33.3% | -42.2% | +8.9% | -24.6% |
| YTD | +77.0% | -59.3% | +136.3% | +116.5% |
| 1Y | +73.0% | -56.1% | +129.1% | +105.0% |
| 3Y | +215.7% | -73.7% | +289.4% | +325.8% |
| All | +215.7% | -74.0% | +289.8% | +325.8% |
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