+1,883.6%
STX vs SIMO
+379.7%
+1,504.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.8% |
| 7D | -28.5% | -22.0% | -6.5% | -21.0% |
| 30D | -42.9% | -43.0% | +0.1% | -29.3% |
| 3M | -45.9% | -39.1% | -6.8% | -35.3% |
| 6M | -41.3% | -33.3% | -8.0% | -32.1% |
| YTD | +67.9% | +77.0% | -9.0% | +34.5% |
| 1Y | +66.5% | +73.0% | -6.5% | +34.6% |
| 3Y | +588.0% | +215.7% | +372.3% | +349.3% |
| 5Y | +449.1% | +155.6% | +293.4% | +257.7% |
| All | +1,883.6% | +379.7% | +1,504.0% | +851.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling