-15.7%
STM vs SIMO
+154.7%
-170.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.3% | +2.8% |
| 7D | -10.7% | -22.0% | +11.3% | -2.1% |
| 30D | -25.7% | -43.0% | +17.3% | -8.8% |
| 3M | -21.6% | -39.1% | +17.6% | -7.5% |
| 6M | -27.8% | -33.3% | +5.5% | -18.2% |
| YTD | +61.8% | +77.0% | -15.2% | +23.1% |
| 1Y | +78.1% | +73.0% | +5.1% | +36.4% |
| 3Y | +4.9% | +215.7% | -210.8% | -36.6% |
| All | -15.7% | +154.7% | -170.4% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling