+3,667.8%
STRL vs SIMO
+379.7%
+3,288.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.0% |
| 7D | -26.9% | -22.0% | -4.9% | -19.8% |
| 30D | -52.7% | -43.0% | -9.6% | -42.6% |
| 3M | -52.8% | -39.1% | -13.7% | -44.4% |
| 6M | -71.5% | -33.3% | -38.2% | -67.3% |
| YTD | -17.4% | +77.0% | -94.4% | -31.0% |
| 1Y | -35.0% | +73.0% | -108.0% | -45.2% |
| 3Y | +239.2% | +215.7% | +23.5% | +140.9% |
| 5Y | +830.2% | +155.6% | +674.5% | +563.4% |
| All | +3,667.8% | +379.7% | +3,288.1% | +1,921.8% |
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