+170.0%
SIMO vs STT
+104.1%
+65.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.1% | +4.8% | -0.7% | +2.0% |
| 30D | -24.0% | +3.9% | -27.9% | -24.9% |
| 3M | -31.8% | -8.2% | -23.6% | -28.7% |
| 6M | -36.9% | +15.6% | -52.5% | -39.9% |
| YTD | +84.8% | +37.6% | +47.2% | +62.9% |
| 1Y | +99.0% | +50.1% | +48.9% | +69.2% |
| 3Y | +217.9% | +183.1% | +34.9% | +117.3% |
| All | +170.0% | +104.1% | +65.9% | +113.7% |
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 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