+5,430.7%
STX vs SIMO
+2,080.4%
+3,350.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.4% |
| 7D | -28.5% | -22.0% | -6.5% | -23.0% |
| 30D | -42.9% | -43.0% | +0.1% | -33.0% |
| 3M | -45.9% | -39.1% | -6.8% | -38.1% |
| 6M | -41.3% | -33.3% | -8.0% | -34.4% |
| YTD | +67.9% | +77.0% | -9.0% | +42.6% |
| 1Y | +66.5% | +73.0% | -6.5% | +42.4% |
| 3Y | +588.0% | +215.7% | +372.3% | +400.8% |
| 5Y | +449.1% | +155.6% | +293.4% | +301.4% |
| 10Y | +1,982.8% | +388.4% | +1,594.5% | +1,139.8% |
| All | +5,430.7% | +2,080.4% | +3,350.3% | +1,436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling