+729.5%
ADBE vs SIMO
+2,211.6%
-1,482.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.7% |
| 7D | -5.6% | -8.2% | +2.5% | -4.8% |
| 30D | -2.0% | -34.6% | +32.6% | +3.2% |
| 3M | -10.5% | -32.6% | +22.1% | -7.7% |
| 6M | -6.2% | -31.8% | +25.6% | -6.9% |
| YTD | -32.2% | +87.6% | -119.8% | -46.0% |
| 1Y | -27.4% | +86.7% | -114.1% | -42.3% |
| 3Y | -58.9% | +227.4% | -286.4% | -71.5% |
| 5Y | -64.5% | +173.0% | -237.5% | -75.2% |
| 10Y | +120.0% | +409.6% | -289.6% | +31.2% |
| All | +729.5% | +2,211.6% | -1,482.1% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling