+2,391.6%
SIMO vs STZ
+481.5%
+1,910.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.6% | +8.9% |
| 7D | +0.9% | -0.9% | +1.9% | +1.2% |
| 30D | -25.4% | +14.9% | -40.3% | -29.3% |
| 3M | -17.8% | +8.4% | -26.2% | -21.3% |
| 6M | -29.6% | +2.8% | -32.4% | -32.2% |
| YTD | +100.3% | +7.5% | +92.8% | +86.8% |
| 1Y | +100.4% | +12.5% | +87.8% | +83.5% |
| 3Y | +246.1% | -35.4% | +281.5% | +278.6% |
| 5Y | +189.8% | -29.3% | +219.1% | +201.1% |
| 10Y | +434.6% | +11.8% | +422.8% | +333.3% |
| All | +2,391.6% | +481.5% | +1,910.1% | +548.9% |
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