-20.8%
STRL vs SIMO
+92.3%
-113.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.3% |
| 7D | +23.4% | +14.9% | +8.6% | +16.2% |
| 30D | -39.5% | -27.0% | -12.5% | -30.6% |
| 3M | -45.1% | -25.4% | -19.7% | -37.9% |
| 6M | -64.6% | -30.3% | -34.3% | -58.9% |
| YTD | -1.5% | +95.8% | -97.3% | -16.8% |
| 1Y | -20.8% | +100.0% | -120.8% | -35.1% |
| All | -20.8% | +92.3% | -113.1% | -35.1% |
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