+2,414.4%
SIMO vs AMCR
+106.4%
+2,307.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | -1.9% | +6.1% | +4.6% |
| 30D | +4.1% | -4.1% | +8.2% | +4.7% |
| 3M | -12.9% | +21.7% | -34.6% | -16.3% |
| 6M | +110.3% | +1.5% | +108.9% | +108.4% |
| YTD | +178.6% | +13.1% | +165.5% | +170.1% |
| 1Y | +220.0% | +16.5% | +203.5% | +208.2% |
| 3Y | +409.0% | +10.3% | +398.8% | +393.8% |
| 5Y | +277.3% | -7.7% | +285.0% | +273.9% |
| 10Y | +506.6% | +24.6% | +482.0% | +450.8% |
| All | +2,414.4% | +106.4% | +2,307.9% | +2,190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling