+3,988.2%
STRL vs SIMO
+436.4%
+3,551.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.7% | +9.3% | +13.0% |
| 7D | -13.3% | -8.2% | -5.2% | -9.7% |
| 30D | -43.3% | -34.6% | -8.7% | -34.2% |
| 3M | -46.9% | -32.6% | -14.2% | -39.3% |
| 6M | -65.6% | -31.8% | -33.8% | -60.9% |
| YTD | -5.1% | +87.6% | -92.7% | -22.1% |
| 1Y | -23.1% | +86.7% | -109.7% | -36.6% |
| 3Y | +346.8% | +227.4% | +119.4% | +213.6% |
| 5Y | +907.2% | +173.0% | +734.2% | +604.6% |
| 10Y | +3,988.2% | +409.6% | +3,578.6% | +2,074.9% |
| All | +3,988.2% | +436.4% | +3,551.8% | +2,074.9% |
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 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