+206.1%
SIMO vs STT
+76.1%
+130.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +4.2% | +0.5% | +3.7% | +3.9% |
| 30D | +4.1% | +3.9% | +0.2% | +1.6% |
| 3M | -12.9% | +20.0% | -32.8% | -20.9% |
| 6M | +110.3% | +55.3% | +55.0% | +62.2% |
| YTD | +178.6% | +53.3% | +125.2% | +113.0% |
| All | +206.1% | +76.1% | +130.0% | +106.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling