+2,022.6%
STRL vs SIMO
+269.6%
+1,753.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.7% | -2.9% | +2.7% |
| 7D | +3.4% | +4.2% | -0.8% | +1.9% |
| 30D | -9.2% | +4.1% | -13.3% | -10.9% |
| 3M | -51.0% | -12.9% | -38.2% | -49.2% |
| 6M | +15.8% | +110.3% | -94.6% | -9.6% |
| YTD | +58.9% | +178.6% | -119.7% | +11.7% |
| 1Y | +68.5% | +220.0% | -151.5% | +13.9% |
| 3Y | +485.2% | +409.0% | +76.2% | +248.6% |
| All | +2,022.6% | +269.6% | +1,753.0% | +1,203.5% |
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