+148.0%
ADBE vs SIMO
+557.5%
-409.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.7% |
| 7D | -12.9% | +12.5% | -25.5% | -14.5% |
| 30D | -5.6% | +18.4% | -24.1% | -8.5% |
| 3M | +6.6% | +5.6% | +1.0% | +2.0% |
| 6M | -9.6% | +116.9% | -126.5% | -28.5% |
| YTD | -28.9% | +188.4% | -217.3% | -48.3% |
| 1Y | -28.9% | +221.3% | -250.2% | -50.2% |
| 3Y | -55.6% | +438.6% | -494.2% | -73.7% |
| 5Y | -62.2% | +287.9% | -350.1% | -76.5% |
| All | +148.0% | +557.5% | -409.5% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling