+549.0%
SIMO vs AMCR
+16.5%
+532.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +12.5% | -5.0% | +17.5% | +13.7% |
| 30D | +18.4% | -8.0% | +26.4% | +20.5% |
| 3M | +5.6% | +14.3% | -8.7% | +1.4% |
| 6M | +116.9% | +5.3% | +111.6% | +111.6% |
| YTD | +188.4% | +7.7% | +180.7% | +179.2% |
| 1Y | +221.3% | +10.8% | +210.4% | +208.3% |
| 3Y | +438.6% | +9.6% | +429.0% | +414.9% |
| 5Y | +287.9% | -10.2% | +298.1% | +284.7% |
| All | +549.0% | +16.5% | +532.5% | +460.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling