+7,325.1%
SIMO vs STLA
+263.8%
+7,061.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | -12.9% | -24.8% | +11.9% | -7.5% |
| 6M | +110.3% | -25.6% | +135.9% | +122.4% |
| YTD | +178.6% | -48.9% | +227.5% | +217.2% |
| 1Y | +220.0% | -38.8% | +258.8% | +247.3% |
| 3Y | +409.0% | -64.5% | +473.6% | +513.4% |
| 5Y | +277.3% | -62.4% | +339.7% | +339.0% |
| 10Y | +506.6% | +55.4% | +451.2% | +404.9% |
| All | +7,325.1% | +263.8% | +7,061.3% | +5,282.7% |
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 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