+15,572.4%
AMZN vs SIMO
+2,080.4%
+13,492.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.1% |
| 7D | +7.9% | -22.0% | +29.9% | +12.0% |
| 30D | -0.2% | -43.0% | +42.8% | +9.0% |
| 3M | -4.8% | -39.1% | +34.4% | +1.6% |
| 6M | -5.7% | -33.3% | +27.6% | -3.5% |
| YTD | +12.3% | +77.0% | -64.6% | -7.1% |
| 1Y | +6.7% | +73.0% | -66.3% | -11.5% |
| 3Y | +85.6% | +215.7% | -130.2% | +34.9% |
| 5Y | +47.4% | +155.6% | -108.3% | +8.1% |
| 10Y | +586.8% | +388.4% | +198.5% | +325.6% |
| All | +15,572.4% | +2,080.4% | +13,492.0% | +5,360.4% |
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