+218.5%
SIMO vs STT
+180.5%
+38.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -16.0% | +1.1% | -17.2% | -16.4% |
| 30D | -35.8% | -1.9% | -33.8% | -34.5% |
| 3M | -26.5% | -7.6% | -18.9% | -22.0% |
| 6M | -33.0% | +16.0% | -49.0% | -37.6% |
| YTD | +84.3% | +36.2% | +48.2% | +53.8% |
| 1Y | +82.0% | +46.8% | +35.2% | +44.6% |
| 3Y | +218.5% | +177.8% | +40.7% | +91.0% |
| All | +218.5% | +180.5% | +38.0% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling