+443.0%
STM vs SIMO
+3,332.4%
-2,889.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | -0.7% |
| 7D | +5.8% | +4.2% | +1.6% | +4.4% |
| 30D | -1.0% | +4.1% | -5.1% | -3.0% |
| 3M | -33.3% | -12.9% | -20.4% | -31.6% |
| 6M | +57.4% | +110.3% | -53.0% | +22.1% |
| YTD | +102.2% | +178.6% | -76.4% | +43.7% |
| 1Y | +99.6% | +220.0% | -120.4% | +35.7% |
| 3Y | +14.5% | +409.0% | -394.5% | -32.2% |
| 5Y | +21.4% | +277.3% | -255.9% | -25.5% |
| 10Y | +695.0% | +506.6% | +188.3% | +311.9% |
| All | +443.0% | +3,332.4% | -2,889.4% | +39.5% |
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