+2,013.4%
SIMO vs STT
+422.3%
+1,591.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.7% | -9.7% | -12.7% |
| 7D | -31.4% | -4.9% | -26.5% | -30.0% |
| 30D | -45.2% | -6.0% | -39.2% | -43.7% |
| 3M | -36.5% | -11.7% | -24.8% | -33.3% |
| 6M | -34.2% | +11.7% | -45.9% | -36.3% |
| YTD | +69.9% | +30.4% | +39.5% | +55.1% |
| 1Y | +60.4% | +43.9% | +16.5% | +41.4% |
| 3Y | +203.1% | +165.4% | +37.7% | +115.7% |
| 5Y | +145.4% | +101.0% | +44.4% | +86.0% |
| 10Y | +368.9% | +210.7% | +158.2% | +185.3% |
| All | +2,013.4% | +422.3% | +1,591.1% | +868.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling