+156.7%
SIMO vs STT
+100.0%
+56.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -22.0% | -2.5% | -19.5% | -20.9% |
| 30D | -43.0% | -5.0% | -38.1% | -41.4% |
| 3M | -39.1% | -10.5% | -28.7% | -35.7% |
| 6M | -33.3% | +10.0% | -43.3% | -35.1% |
| YTD | +77.0% | +30.7% | +46.3% | +59.6% |
| 1Y | +73.0% | +43.8% | +29.2% | +50.1% |
| 3Y | +215.7% | +168.1% | +47.6% | +121.1% |
| All | +156.7% | +100.0% | +56.7% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling