+7,161.0%
STRL vs SIMO
+502.1%
+6,658.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.7% | -2.9% | +3.0% |
| 7D | +3.4% | +4.2% | -0.8% | +2.0% |
| 30D | -9.2% | +4.1% | -13.3% | -10.8% |
| 3M | -51.0% | -12.9% | -38.2% | -49.3% |
| 6M | +15.8% | +110.3% | -94.6% | -8.4% |
| YTD | +58.9% | +178.6% | -119.7% | +14.5% |
| 1Y | +68.5% | +220.0% | -151.5% | +17.3% |
| 3Y | +485.2% | +409.0% | +76.2% | +258.4% |
| 5Y | +2,005.1% | +277.3% | +1,727.8% | +1,220.5% |
| All | +7,161.0% | +502.1% | +6,658.9% | +3,528.7% |
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