+444.1%
STM vs SIMO
+395.4%
+48.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -7.9% | -16.0% | +8.1% | -0.8% |
| 30D | -14.1% | -35.8% | +21.6% | +2.3% |
| 3M | -17.6% | -26.5% | +8.9% | -8.6% |
| 6M | -24.2% | -33.0% | +8.8% | -14.0% |
| YTD | +73.3% | +84.3% | -11.0% | +22.5% |
| 1Y | +90.1% | +82.0% | +8.1% | +34.8% |
| 3Y | +10.3% | +218.5% | -208.1% | -40.1% |
| 5Y | -5.7% | +175.0% | -180.8% | -50.1% |
| 10Y | +444.1% | +407.5% | +36.6% | +100.2% |
| All | +444.1% | +395.4% | +48.7% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling