+117.1%
AMAT vs SIMO
+144.7%
-27.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.4% | +0.8% | -7.6% |
| 7D | -24.3% | -31.4% | +7.1% | -11.6% |
| 30D | -39.8% | -45.2% | +5.4% | -23.5% |
| 3M | -40.2% | -36.5% | -3.7% | -29.9% |
| 6M | -22.1% | -34.2% | +12.1% | -9.3% |
| YTD | +24.7% | +69.9% | -45.2% | -7.6% |
| 1Y | +33.3% | +60.4% | -27.1% | +1.4% |
| 3Y | +133.9% | +203.1% | -69.3% | +33.2% |
| 5Y | +117.1% | +145.4% | -28.4% | +33.2% |
| All | +117.1% | +144.7% | -27.6% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling