-35.0%
STRL vs SIMO
+67.0%
-101.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.6% |
| 7D | -26.9% | -22.0% | -4.9% | -17.9% |
| 30D | -52.7% | -43.0% | -9.6% | -40.0% |
| 3M | -52.8% | -39.1% | -13.7% | -42.3% |
| 6M | -71.5% | -33.3% | -38.2% | -65.8% |
| YTD | -17.4% | +77.0% | -94.4% | -27.3% |
| 1Y | -35.0% | +73.0% | -108.0% | -41.3% |
| All | -35.0% | +67.0% | -101.9% | -41.3% |
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