+227.8%
STRL vs SIMO
+202.0%
+25.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -14.4% | +0.5% | -7.1% |
| 7D | -34.6% | -31.4% | -3.2% | -21.5% |
| 30D | -56.7% | -45.2% | -11.5% | -43.0% |
| 3M | -54.4% | -36.5% | -17.9% | -44.4% |
| 6M | -69.7% | -34.2% | -35.5% | -63.6% |
| YTD | -20.2% | +69.9% | -90.1% | -39.8% |
| 1Y | -40.6% | +60.4% | -101.0% | -53.6% |
| All | +227.8% | +202.0% | +25.8% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling