+170.0%
SIMO vs STZ
-29.4%
+199.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.5% |
| 7D | +4.1% | +2.6% | +1.5% | +4.4% |
| 30D | -24.0% | +15.2% | -39.2% | -23.1% |
| 3M | -31.8% | +7.6% | -39.4% | -30.7% |
| 6M | -36.9% | +5.3% | -42.2% | -35.9% |
| YTD | +84.8% | +8.6% | +76.2% | +84.1% |
| 1Y | +99.0% | +15.6% | +83.4% | +95.5% |
| 3Y | +217.9% | -35.2% | +253.1% | +248.9% |
| All | +170.0% | -29.4% | +199.3% | +177.7% |
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