-22.6%
ADBE vs SIMO
+226.2%
-248.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.7% | -15.4% | -5.7% |
| 7D | -8.6% | +4.2% | -12.8% | -8.0% |
| 30D | +2.8% | +4.1% | -1.3% | +3.7% |
| 3M | +3.1% | -12.9% | +16.0% | +4.0% |
| 6M | -2.4% | +110.3% | -112.8% | -3.9% |
| YTD | -23.9% | +178.6% | -202.4% | -27.4% |
| 1Y | -22.6% | +220.0% | -242.6% | -26.9% |
| All | -22.6% | +226.2% | -248.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling