+4,616.9%
SIMO vs STLA
+189.9%
+4,427.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.2% |
| YTD | +77.0% | -59.3% | +136.3% | +111.4% |
| 1Y | +73.0% | -56.1% | +129.1% | +102.3% |
| 3Y | +215.7% | -73.7% | +289.4% | +305.9% |
| 5Y | +155.6% | -70.3% | +225.9% | +212.7% |
| 10Y | +388.4% | +23.1% | +365.3% | +327.3% |
| All | +4,616.9% | +189.9% | +4,427.0% | +3,486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling