+15.7%
STM vs SIMO
+418.6%
-402.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | -1.8% |
| 7D | +5.8% | +4.2% | +1.6% | +3.7% |
| 30D | -1.0% | +4.1% | -5.1% | -4.1% |
| 3M | -33.3% | -12.9% | -20.4% | -31.1% |
| 6M | +57.4% | +110.3% | -53.0% | +6.3% |
| YTD | +102.2% | +178.6% | -76.4% | +15.4% |
| 1Y | +99.6% | +220.0% | -120.4% | +3.5% |
| All | +15.7% | +418.6% | -402.8% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling