+316.0%
STM vs SIMO
+1,993.5%
-1,677.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -14.4% | +2.0% | -8.1% |
| 7D | -20.1% | -31.4% | +11.3% | -10.6% |
| 30D | -32.0% | -45.2% | +13.2% | -18.9% |
| 3M | -24.2% | -36.5% | +12.4% | -14.6% |
| 6M | -29.9% | -34.2% | +4.3% | -22.2% |
| YTD | +54.9% | +69.9% | -15.0% | +26.6% |
| 1Y | +68.0% | +60.4% | +7.6% | +39.5% |
| 3Y | -0.1% | +203.1% | -203.3% | -31.5% |
| 5Y | -17.9% | +145.4% | -163.3% | -43.0% |
| 10Y | +392.2% | +368.9% | +23.4% | +179.2% |
| All | +316.0% | +1,993.5% | -1,677.5% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling