+727.3%
ADBE vs SIMO
+2,171.3%
-1,444.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -3.8% | -16.0% | +12.2% | -1.6% |
| 30D | -2.3% | -35.8% | +33.5% | +3.2% |
| 3M | -13.3% | -26.5% | +13.2% | -11.7% |
| 6M | -6.5% | -33.0% | +26.5% | -6.9% |
| YTD | -32.4% | +84.3% | -116.7% | -46.0% |
| 1Y | -28.0% | +82.0% | -110.0% | -42.5% |
| 3Y | -60.4% | +218.5% | -278.9% | -72.4% |
| 5Y | -63.4% | +175.0% | -238.5% | -74.5% |
| 10Y | +127.4% | +407.5% | -280.1% | +35.6% |
| All | +727.3% | +2,171.3% | -1,444.0% | +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