+1,321.9%
AMAT vs SIMO
+394.4%
+927.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -0.2% |
| 7D | +11.4% | +4.1% | +7.2% | +9.5% |
| 30D | -17.0% | -24.0% | +6.9% | -6.6% |
| 3M | -30.6% | -31.8% | +1.2% | -19.8% |
| 6M | -14.9% | -36.9% | +21.9% | +1.0% |
| YTD | +44.7% | +84.8% | -40.1% | -1.6% |
| 1Y | +66.9% | +99.0% | -32.1% | +9.5% |
| 3Y | +153.3% | +217.9% | -64.6% | +30.4% |
| 5Y | +146.2% | +171.5% | -25.2% | +26.5% |
| All | +1,321.9% | +394.4% | +927.5% | +413.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling