+96.5%
STM vs SIMO
+94.5%
+2.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.6% | +3.5% | -2.5% |
| 7D | -6.0% | -16.9% | +10.9% | +0.3% |
| 30D | -20.9% | -35.4% | +14.4% | -8.0% |
| 3M | -15.8% | -31.9% | +16.1% | -5.3% |
| 6M | -17.0% | -19.3% | +2.3% | -10.4% |
| YTD | +76.8% | +98.5% | -21.7% | +38.7% |
| 1Y | +96.5% | +100.5% | -4.0% | +52.8% |
| All | +96.5% | +94.5% | +2.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling