+98.3%
STM vs SIMO
+90.9%
+7.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.7% |
| 7D | +12.0% | +4.1% | +7.9% | +10.1% |
| 30D | -0.4% | -24.0% | +23.6% | +9.6% |
| 3M | -13.2% | -31.8% | +18.6% | -1.6% |
| 6M | -26.1% | -36.9% | +10.8% | -14.5% |
| YTD | +81.2% | +84.8% | -3.6% | +44.6% |
| 1Y | +98.3% | +99.0% | -0.7% | +51.5% |
| All | +98.3% | +90.9% | +7.4% | +51.5% |
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