-61.2%
ADBE vs SIMO
+297.1%
-358.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.9% |
| 7D | -10.1% | +14.6% | -24.7% | -10.9% |
| 30D | -3.0% | +6.2% | -9.2% | -3.7% |
| 3M | +5.0% | +3.6% | +1.5% | +2.8% |
| 6M | -9.3% | +130.8% | -140.1% | -24.5% |
| YTD | -26.5% | +195.8% | -222.3% | -42.8% |
| 1Y | -28.3% | +225.0% | -253.3% | -45.8% |
| 3Y | -54.1% | +452.3% | -506.4% | -70.4% |
| 5Y | -61.2% | +303.6% | -364.8% | -73.0% |
| All | -61.2% | +297.1% | -358.3% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling