+1,315.3%
AMAT vs SIMO
+434.7%
+880.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.7% | +5.7% | +8.8% |
| 7D | -1.1% | -8.5% | +7.4% | +3.0% |
| 30D | -26.9% | -34.8% | +7.9% | -12.2% |
| 3M | -31.2% | -32.8% | +1.6% | -20.2% |
| 6M | -14.7% | -32.0% | +17.3% | -1.8% |
| YTD | +44.7% | +87.0% | -42.3% | -2.1% |
| 1Y | +62.0% | +86.1% | -24.1% | +9.8% |
| 3Y | +165.0% | +226.4% | -61.5% | +34.8% |
| 5Y | +147.1% | +172.1% | -25.0% | +26.8% |
| 10Y | +1,315.3% | +408.0% | +907.2% | +402.1% |
| All | +1,315.3% | +434.7% | +880.6% | +402.1% |
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