-27.8%
STM vs SIMO
-29.1%
+1.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.3% | +2.4% |
| 7D | -10.7% | -22.0% | +11.3% | +0.3% |
| 30D | -25.7% | -43.0% | +17.3% | -3.6% |
| 3M | -21.6% | -39.1% | +17.6% | -3.2% |
| 6M | -27.8% | -33.3% | +5.5% | -20.6% |
| All | -27.8% | -29.1% | +1.3% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling