+170.0%
SIMO vs AZO
+72.0%
+98.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +4.1% | +1.3% | +2.8% | +4.2% |
| 30D | -24.0% | +12.0% | -35.9% | -24.0% |
| 3M | -31.8% | +7.2% | -39.0% | -31.7% |
| 6M | -36.9% | -3.2% | -33.7% | -36.2% |
| YTD | +84.8% | -3.9% | +88.7% | +87.0% |
| 1Y | +99.0% | -14.7% | +113.6% | +105.2% |
| 3Y | +217.9% | +20.4% | +197.5% | +200.0% |
| All | +170.0% | +72.0% | +98.0% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling