+3,426.5%
STX vs SIMO
+514.4%
+2,912.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.7% | -2.4% | +3.1% |
| 7D | +2.4% | +4.2% | -1.9% | +0.8% |
| 30D | +1.4% | +4.1% | -2.7% | -0.3% |
| 3M | -8.2% | -12.9% | +4.7% | -3.7% |
| 6M | +127.0% | +110.3% | +16.7% | +72.4% |
| YTD | +209.1% | +178.6% | +30.6% | +111.8% |
| 1Y | +365.4% | +220.0% | +145.4% | +205.6% |
| 3Y | +1,135.4% | +409.0% | +726.4% | +588.8% |
| 5Y | +991.5% | +277.3% | +714.2% | +524.8% |
| All | +3,426.5% | +514.4% | +2,912.1% | +1,398.0% |
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