-25.9%
STRL vs SIMO
+94.5%
-120.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -9.6% | -11.9% | -17.3% |
| 7D | -27.1% | -16.9% | -10.2% | -20.6% |
| 30D | -45.8% | -35.4% | -10.4% | -35.0% |
| 3M | -47.6% | -31.9% | -15.8% | -39.3% |
| 6M | -46.4% | -19.3% | -27.1% | -39.9% |
| YTD | -7.4% | +98.5% | -105.8% | -26.3% |
| 1Y | -25.9% | +100.5% | -126.4% | -42.0% |
| All | -25.9% | +94.5% | -120.3% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling