+43.3%
AMAT vs SIMO
+67.0%
-23.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | +0.1% | +2.6% |
| 7D | -14.7% | -22.0% | +7.3% | -6.4% |
| 30D | -36.1% | -43.0% | +7.0% | -21.9% |
| 3M | -36.9% | -39.1% | +2.3% | -25.7% |
| 6M | -22.2% | -33.3% | +11.1% | -9.1% |
| YTD | +29.9% | +77.0% | -47.0% | +13.6% |
| 1Y | +43.3% | +73.0% | -29.8% | +27.9% |
| All | +43.3% | +67.0% | -23.7% | +27.9% |
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 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