+576.1%
AMZN vs SIMO
+535.1%
+41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.7% |
| 7D | +0.8% | +14.6% | -13.8% | -1.9% |
| 30D | -6.4% | +6.2% | -12.6% | -8.1% |
| 3M | +4.8% | +3.6% | +1.2% | +1.1% |
| 6M | +20.5% | +130.8% | -110.3% | -5.8% |
| YTD | +11.3% | +195.8% | -184.4% | -19.2% |
| 1Y | +9.0% | +225.0% | -216.0% | -23.2% |
| 3Y | +85.9% | +452.3% | -366.4% | +12.6% |
| 5Y | +45.8% | +303.6% | -257.8% | -8.7% |
| All | +576.1% | +535.1% | +41.0% | +236.1% |
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