+61.4%
AMAT vs SIMO
+94.5%
-33.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.3% | +0.3% |
| 7D | -11.2% | -16.9% | +5.7% | -5.1% |
| 30D | -31.9% | -35.4% | +3.5% | -20.8% |
| 3M | -32.3% | -31.9% | -0.5% | -24.1% |
| 6M | -5.4% | -19.3% | +13.9% | +4.2% |
| YTD | +44.3% | +98.5% | -54.2% | +18.0% |
| 1Y | +61.4% | +100.5% | -39.1% | +30.8% |
| All | +61.4% | +94.5% | -33.1% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling