+21.0%
STM vs SIMO
+269.6%
-248.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | -1.3% |
| 7D | +5.8% | +4.2% | +1.6% | +4.0% |
| 30D | -1.0% | +4.1% | -5.1% | -3.6% |
| 3M | -33.3% | -12.9% | -20.4% | -31.3% |
| 6M | +57.4% | +110.3% | -53.0% | +15.0% |
| YTD | +102.2% | +178.6% | -76.4% | +31.5% |
| 1Y | +99.6% | +220.0% | -120.4% | +22.2% |
| 3Y | +14.5% | +409.0% | -394.5% | -41.1% |
| All | +21.0% | +269.6% | -248.6% | -28.8% |
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 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