+408.0%
SIMO vs STT
+211.9%
+196.2%
-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% | -7.0% | -25.9% | -30.5% |
| 6M | -32.0% | +15.5% | -47.5% | -35.2% |
| YTD | +87.0% | +35.6% | +51.4% | +66.8% |
| 1Y | +86.1% | +47.9% | +38.2% | +60.6% |
| 3Y | +226.4% | +181.1% | +45.3% | +122.6% |
| 5Y | +172.1% | +108.2% | +63.9% | +100.4% |
| 10Y | +408.0% | +201.0% | +207.0% | +203.7% |
| All | +408.0% | +211.9% | +196.2% | +203.7% |
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