+270.1%
SIMO vs STZ
-33.3%
+303.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.7% |
| 7D | +4.2% | -1.9% | +6.2% | +4.3% |
| 30D | +4.1% | -1.9% | +6.0% | +4.2% |
| 3M | -12.9% | -6.2% | -6.6% | -12.9% |
| 6M | +110.3% | -14.0% | +124.4% | +111.3% |
| YTD | +178.6% | -5.1% | +183.7% | +173.9% |
| 1Y | +220.0% | -9.6% | +229.6% | +217.0% |
| 3Y | +409.0% | -47.2% | +456.3% | +455.0% |
| All | +270.1% | -33.3% | +303.4% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling