+15,524.7%
AMZN vs SIMO
+3,332.4%
+12,192.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -1.7% |
| 7D | -3.0% | +4.2% | -7.2% | -3.8% |
| 30D | -5.2% | +4.1% | -9.3% | -6.6% |
| 3M | +1.9% | -12.9% | +14.7% | +1.7% |
| 6M | +19.2% | +110.3% | -91.1% | -1.5% |
| YTD | +12.0% | +178.6% | -166.6% | -13.1% |
| 1Y | +9.7% | +220.0% | -210.3% | -17.5% |
| 3Y | +87.2% | +409.0% | -321.9% | +27.1% |
| 5Y | +48.7% | +277.3% | -228.7% | +3.4% |
| 10Y | +569.3% | +506.6% | +62.7% | +304.1% |
| All | +15,524.7% | +3,332.4% | +12,192.3% | +5,005.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling