+481.0%
STX vs SIMO
+184.2%
+296.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | +16.8% | +14.9% | +2.0% | +10.6% |
| 30D | -27.0% | -27.0% | -0.1% | -17.2% |
| 3M | -37.9% | -25.4% | -12.5% | -30.8% |
| 6M | -32.5% | -30.3% | -2.2% | -23.0% |
| YTD | +98.6% | +95.8% | +2.8% | +55.9% |
| 1Y | +93.6% | +100.0% | -6.4% | +51.1% |
| 3Y | +699.1% | +238.3% | +460.8% | +428.2% |
| 5Y | +481.0% | +187.6% | +293.4% | +269.5% |
| All | +481.0% | +184.2% | +296.8% | +269.5% |
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 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