-24.7%
STRL vs SIMO
+77.7%
-102.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.4% |
| 7D | -19.8% | -16.0% | -3.8% | -12.4% |
| 30D | -43.6% | -35.8% | -7.8% | -31.7% |
| 3M | -45.2% | -26.5% | -18.7% | -37.4% |
| 6M | -65.7% | -33.0% | -32.7% | -59.3% |
| YTD | -5.4% | +84.3% | -89.8% | -17.6% |
| 1Y | -24.7% | +82.0% | -106.7% | -33.7% |
| All | -24.7% | +77.7% | -102.4% | -33.7% |
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 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