+287.9%
SIMO vs AZO
+85.0%
+202.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | +12.5% | -2.9% | +15.5% | +12.7% |
| 30D | +18.4% | -5.3% | +23.7% | +18.6% |
| 3M | +5.6% | -7.3% | +13.0% | +5.7% |
| 6M | +116.9% | -22.7% | +139.6% | +123.3% |
| YTD | +188.4% | -15.0% | +203.4% | +191.9% |
| 1Y | +221.3% | -32.2% | +253.5% | +238.7% |
| 3Y | +438.6% | +10.0% | +428.6% | +403.9% |
| 5Y | +287.9% | +85.8% | +202.1% | +184.9% |
| All | +287.9% | +85.0% | +202.9% | +184.9% |
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