+48.6%
AMZN vs SIMO
+154.7%
-106.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.0% |
| 7D | +7.9% | -22.0% | +29.9% | +11.5% |
| 30D | -0.2% | -43.0% | +42.8% | +7.9% |
| 3M | -4.8% | -39.1% | +34.4% | +0.9% |
| 6M | -5.7% | -33.3% | +27.6% | -4.4% |
| YTD | +12.3% | +77.0% | -64.6% | -12.0% |
| 1Y | +6.7% | +73.0% | -66.3% | -16.0% |
| 3Y | +85.6% | +215.7% | -130.2% | +21.6% |
| All | +48.6% | +154.7% | -106.0% | +0.8% |
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