+3,877.5%
STRL vs SIMO
+395.4%
+3,482.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -19.8% | -16.0% | -3.8% | -14.0% |
| 30D | -43.6% | -35.8% | -7.8% | -34.0% |
| 3M | -45.2% | -26.5% | -18.7% | -39.0% |
| 6M | -65.7% | -33.0% | -32.7% | -60.8% |
| YTD | -5.4% | +84.3% | -89.8% | -22.0% |
| 1Y | -24.7% | +82.0% | -106.7% | -37.4% |
| 3Y | +335.0% | +218.5% | +116.5% | +207.7% |
| 5Y | +915.3% | +175.0% | +740.3% | +609.8% |
| 10Y | +3,877.5% | +407.5% | +3,470.0% | +1,997.0% |
| All | +3,877.5% | +395.4% | +3,482.1% | +1,997.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling