+3,365.1%
SIMO vs STZ
+413.1%
+2,952.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.9% |
| 7D | +4.2% | -1.9% | +6.2% | +4.9% |
| 30D | +4.1% | -1.9% | +6.0% | +4.6% |
| 3M | -12.9% | -6.2% | -6.6% | -12.0% |
| 6M | +110.3% | -14.0% | +124.4% | +116.8% |
| YTD | +178.6% | -5.1% | +183.7% | +175.0% |
| 1Y | +220.0% | -9.6% | +229.6% | +220.5% |
| 3Y | +409.0% | -47.2% | +456.3% | +506.0% |
| 5Y | +277.3% | -33.6% | +310.9% | +304.2% |
| 10Y | +506.6% | -9.8% | +516.4% | +438.1% |
| All | +3,365.1% | +413.1% | +2,952.0% | +855.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling