+408.0%
SIMO vs STT
+210.2%
+197.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.4% |
| 7D | -8.5% | +0.9% | -9.4% | -8.6% |
| 30D | -34.8% | -2.3% | -32.5% | -33.9% |
| 3M | -32.8% | -7.5% | -25.4% | -30.3% |
| 6M | -32.0% | +14.9% | -46.9% | -35.0% |
| YTD | +87.0% | +34.9% | +52.1% | +67.2% |
| 1Y | +86.1% | +47.1% | +39.0% | +60.9% |
| 3Y | +226.4% | +179.6% | +46.8% | +123.1% |
| 5Y | +172.1% | +107.1% | +65.0% | +100.8% |
| 10Y | +408.0% | +199.4% | +208.6% | +204.4% |
| All | +408.0% | +210.2% | +197.8% | +204.4% |
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