+831.5%
ADBE vs SIMO
+3,332.4%
-2,500.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.7% | -15.4% | -8.1% |
| 7D | -8.6% | +4.2% | -12.8% | -9.4% |
| 30D | +2.8% | +4.1% | -1.3% | +1.2% |
| 3M | +3.1% | -12.9% | +16.0% | +1.9% |
| 6M | -2.4% | +110.3% | -112.8% | -20.4% |
| YTD | -23.9% | +178.6% | -202.4% | -41.7% |
| 1Y | -22.6% | +220.0% | -242.6% | -42.7% |
| 3Y | -52.7% | +409.0% | -461.7% | -68.7% |
| 5Y | -60.0% | +277.3% | -337.3% | -72.8% |
| 10Y | +157.3% | +506.6% | -349.3% | +52.6% |
| All | +831.5% | +3,332.4% | -2,500.8% | +203.4% |
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