+407.5%
SIMO vs STZ
+11.6%
+396.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -16.0% | +5.3% | -21.4% | -16.6% |
| 30D | -35.8% | +19.6% | -55.3% | -37.7% |
| 3M | -26.5% | +10.0% | -36.4% | -27.9% |
| 6M | -33.0% | -0.3% | -32.7% | -33.4% |
| YTD | +84.3% | +8.6% | +75.8% | +77.4% |
| 1Y | +82.0% | +16.6% | +65.4% | +71.6% |
| 3Y | +218.5% | -34.8% | +253.3% | +245.6% |
| 5Y | +175.0% | -27.8% | +202.9% | +186.2% |
| 10Y | +407.5% | +12.5% | +395.0% | +341.8% |
| All | +407.5% | +11.6% | +396.0% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling