+698.5%
STX vs SIMO
+240.7%
+457.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | +16.8% | +14.9% | +2.0% | +9.3% |
| 30D | -27.0% | -27.0% | -0.1% | -15.0% |
| 3M | -37.9% | -25.4% | -12.5% | -29.4% |
| 6M | -32.5% | -30.3% | -2.2% | -21.4% |
| YTD | +98.6% | +95.8% | +2.8% | +35.2% |
| 1Y | +93.6% | +100.0% | -6.4% | +30.4% |
| All | +698.5% | +240.7% | +457.8% | +276.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling