-33.3%
SIMO vs STZ
-4.7%
-28.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +1.8% |
| 7D | -22.0% | +4.9% | -26.9% | -15.8% |
| 30D | -43.0% | +20.9% | -63.9% | -26.1% |
| 3M | -39.1% | +8.0% | -47.1% | -27.3% |
| 6M | -33.3% | -5.3% | -28.0% | -25.8% |
| All | -33.3% | -4.7% | -28.6% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling