+2,101.2%
SIMO vs STT
+423.3%
+1,677.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -22.0% | -2.5% | -19.5% | -21.2% |
| 30D | -43.0% | -5.0% | -38.1% | -41.8% |
| 3M | -39.1% | -10.5% | -28.7% | -36.4% |
| 6M | -33.3% | +10.0% | -43.3% | -35.1% |
| YTD | +77.0% | +30.7% | +46.3% | +61.4% |
| 1Y | +73.0% | +43.8% | +29.2% | +52.6% |
| 3Y | +215.7% | +168.1% | +47.6% | +123.8% |
| 5Y | +155.6% | +101.4% | +54.2% | +93.6% |
| 10Y | +388.4% | +211.3% | +177.1% | +196.9% |
| All | +2,101.2% | +423.3% | +1,677.9% | +908.1% |
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