+247.2%
AMAT vs SIMO
+269.6%
-22.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +0.8% |
| 7D | -1.5% | +4.2% | -5.7% | -3.2% |
| 30D | -14.8% | +4.1% | -18.9% | -17.4% |
| 3M | -9.3% | -12.9% | +3.6% | -5.2% |
| 6M | +27.4% | +110.3% | -83.0% | -9.7% |
| YTD | +77.6% | +178.6% | -101.0% | +8.9% |
| 1Y | +188.9% | +220.0% | -31.0% | +66.3% |
| 3Y | +202.3% | +409.0% | -206.7% | +41.0% |
| All | +247.2% | +269.6% | -22.4% | +98.2% |
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