+465.4%
SIMO vs AZO
+11.4%
+454.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +1.9% |
| 7D | +14.5% | -0.8% | +15.3% | +14.4% |
| 30D | +20.4% | -5.1% | +25.5% | +19.8% |
| 3M | +7.1% | -7.2% | +14.4% | +6.9% |
| 6M | +129.2% | -20.7% | +150.0% | +132.2% |
| YTD | +201.9% | -14.2% | +216.1% | +203.6% |
| 1Y | +235.5% | -32.2% | +267.7% | +246.9% |
| All | +465.4% | +11.4% | +454.1% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling