+110.3%
SIMO vs STZ
-17.1%
+127.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.2% |
| 7D | +4.2% | -1.9% | +6.2% | +2.9% |
| 30D | +4.1% | -1.9% | +6.0% | +3.5% |
| 3M | -12.9% | -6.2% | -6.6% | -15.1% |
| 6M | +110.3% | -14.0% | +124.4% | +88.5% |
| All | +110.3% | -17.1% | +127.4% | +88.5% |
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