+434.6%
SIMO vs STT
+203.9%
+230.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.1% |
| 7D | +0.9% | +0.4% | +0.5% | +1.1% |
| 30D | -25.4% | -0.4% | -25.0% | -24.9% |
| 3M | -17.8% | -6.5% | -11.3% | -15.0% |
| 6M | -29.6% | +17.2% | -46.7% | -33.2% |
| YTD | +100.3% | +38.2% | +62.1% | +77.3% |
| 1Y | +100.4% | +49.3% | +51.1% | +72.2% |
| 3Y | +246.1% | +181.9% | +64.2% | +135.5% |
| 5Y | +189.8% | +106.9% | +82.9% | +113.7% |
| 10Y | +434.6% | +203.1% | +231.5% | +212.2% |
| All | +434.6% | +203.9% | +230.7% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling