+244.6%
SIMO vs STZ
-35.6%
+280.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.6% | +8.5% |
| 7D | +0.9% | -0.9% | +1.9% | +0.7% |
| 30D | -25.4% | +14.9% | -40.3% | -23.1% |
| 3M | -17.8% | +8.4% | -26.2% | -15.1% |
| 6M | -29.6% | +2.8% | -32.4% | -27.2% |
| YTD | +100.3% | +7.5% | +92.8% | +102.5% |
| 1Y | +100.4% | +12.5% | +87.8% | +100.5% |
| All | +244.6% | -35.6% | +280.2% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling