+443.6%
STX vs SIMO
+154.7%
+289.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.9% |
| 7D | -28.5% | -22.0% | -6.5% | -20.7% |
| 30D | -42.9% | -43.0% | +0.1% | -28.8% |
| 3M | -45.9% | -39.1% | -6.8% | -35.0% |
| 6M | -41.3% | -33.3% | -8.0% | -31.6% |
| YTD | +67.9% | +77.0% | -9.0% | +37.0% |
| 1Y | +66.5% | +73.0% | -6.5% | +36.9% |
| 3Y | +588.0% | +215.7% | +372.3% | +369.4% |
| All | +443.6% | +154.7% | +289.0% | +264.0% |
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 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