+100.5%
SIMO vs STZ
+14.7%
+85.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.3% | -14.9% | -5.4% |
| 7D | -16.9% | +13.0% | -29.9% | -7.8% |
| 30D | -35.4% | +29.4% | -64.8% | -21.6% |
| 3M | -31.9% | +11.6% | -43.5% | -22.6% |
| 6M | -19.3% | -0.2% | -19.1% | -10.9% |
| YTD | +98.5% | +8.6% | +89.9% | +120.6% |
| 1Y | +100.5% | +15.9% | +84.6% | +115.2% |
| All | +100.5% | +14.7% | +85.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling