+937.9%
STRL vs SIMO
+170.3%
+767.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -0.9% |
| 7D | +15.7% | +4.1% | +11.5% | +14.0% |
| 30D | -35.5% | -24.0% | -11.5% | -27.9% |
| 3M | -47.1% | -31.8% | -15.4% | -38.9% |
| 6M | -65.8% | -36.9% | -28.9% | -59.7% |
| YTD | -4.5% | +84.8% | -89.3% | -22.1% |
| 1Y | -10.5% | +99.0% | -109.5% | -28.7% |
| 3Y | +340.6% | +217.9% | +122.7% | +206.4% |
| All | +937.9% | +170.3% | +767.6% | +637.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling