+120.0%
ADBE vs SIMO
+436.4%
-316.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.5% |
| 7D | -5.6% | -8.2% | +2.5% | -5.0% |
| 30D | -2.0% | -34.6% | +32.6% | +2.2% |
| 3M | -10.5% | -32.6% | +22.1% | -8.3% |
| 6M | -6.2% | -31.8% | +25.6% | -7.8% |
| YTD | -32.2% | +87.6% | -119.8% | -49.2% |
| 1Y | -27.4% | +86.7% | -114.1% | -45.7% |
| 3Y | -58.9% | +227.4% | -286.4% | -74.5% |
| 5Y | -64.5% | +173.0% | -237.5% | -77.8% |
| 10Y | +120.0% | +409.6% | -289.6% | +4.0% |
| All | +120.0% | +436.4% | -316.3% | +4.0% |
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