+2,198.9%
SIMO vs AZO
+3,349.4%
-1,150.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +4.1% | +1.3% | +2.8% | +3.7% |
| 30D | -24.0% | +12.0% | -35.9% | -27.5% |
| 3M | -31.8% | +7.2% | -39.0% | -34.4% |
| 6M | -36.9% | -3.2% | -33.7% | -38.2% |
| YTD | +84.8% | -3.9% | +88.7% | +80.8% |
| 1Y | +99.0% | -14.7% | +113.6% | +103.5% |
| 3Y | +217.9% | +20.4% | +197.5% | +174.7% |
| 5Y | +171.5% | +72.8% | +98.7% | +94.2% |
| 10Y | +393.3% | +334.4% | +58.8% | +114.7% |
| All | +2,198.9% | +3,349.4% | -1,150.5% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling