+156.7%
SIMO vs STZ
-29.7%
+186.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.0% |
| 7D | -22.0% | +4.9% | -26.9% | -21.6% |
| 30D | -43.0% | +20.9% | -63.9% | -42.5% |
| 3M | -39.1% | +8.0% | -47.1% | -38.4% |
| 6M | -33.3% | -5.3% | -28.0% | -31.8% |
| YTD | +77.0% | +5.9% | +71.0% | +75.8% |
| 1Y | +73.0% | +14.2% | +58.8% | +69.1% |
| 3Y | +215.7% | -37.0% | +252.7% | +245.9% |
| All | +156.7% | -29.7% | +186.4% | +156.2% |
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 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