+596.0%
SIMO vs AZO
+296.8%
+299.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.3% |
| 7D | +11.0% | -3.6% | +14.6% | +11.8% |
| 30D | +17.9% | -5.6% | +23.4% | +19.1% |
| 3M | +3.9% | -6.6% | +10.6% | +4.3% |
| 6M | +131.0% | -22.5% | +153.5% | +142.3% |
| YTD | +209.3% | -15.2% | +224.5% | +216.4% |
| 1Y | +223.8% | -33.9% | +257.7% | +253.6% |
| 3Y | +479.2% | +11.8% | +467.4% | +433.5% |
| 5Y | +316.0% | +85.5% | +230.5% | +217.5% |
| All | +596.0% | +296.8% | +299.2% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling