-54.1%
ADBE vs SIMO
+462.5%
-516.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.4% |
| 7D | -10.1% | +14.6% | -24.7% | -9.9% |
| 30D | -3.0% | +6.2% | -9.2% | -2.9% |
| 3M | +5.0% | +3.6% | +1.5% | +4.4% |
| 6M | -9.3% | +130.8% | -140.1% | -20.1% |
| YTD | -26.5% | +195.8% | -222.3% | -39.2% |
| 1Y | -28.3% | +225.0% | -253.3% | -42.4% |
| 3Y | -54.1% | +452.3% | -506.4% | -71.7% |
| All | -54.1% | +462.5% | -516.6% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling