+1,967.8%
STX vs SIMO
+395.4%
+1,572.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.2% |
| 7D | -17.3% | -16.0% | -1.3% | -11.0% |
| 30D | -35.9% | -35.8% | -0.2% | -24.0% |
| 3M | -37.3% | -26.5% | -10.8% | -29.9% |
| 6M | -35.8% | -33.0% | -2.8% | -26.0% |
| YTD | +82.7% | +84.3% | -1.6% | +44.2% |
| 1Y | +71.6% | +82.0% | -10.3% | +36.2% |
| 3Y | +635.3% | +218.5% | +416.8% | +377.3% |
| 5Y | +483.8% | +175.0% | +308.7% | +270.3% |
| 10Y | +1,967.8% | +407.5% | +1,560.3% | +870.7% |
| All | +1,967.8% | +395.4% | +1,572.4% | +870.7% |
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