+630.6%
ADI vs SIMO
+436.4%
+194.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +6.8% |
| 7D | -4.4% | -8.2% | +3.8% | -1.9% |
| 30D | -2.8% | -34.6% | +31.8% | +9.5% |
| 3M | +1.5% | -32.6% | +34.1% | +11.6% |
| 6M | -4.7% | -31.8% | +27.1% | +2.2% |
| YTD | +46.8% | +87.6% | -40.8% | +7.4% |
| 1Y | +74.9% | +86.7% | -11.8% | +27.9% |
| 3Y | +147.4% | +227.4% | -80.0% | +44.9% |
| 5Y | +131.9% | +173.0% | -41.1% | +35.5% |
| 10Y | +630.6% | +409.6% | +221.0% | +210.4% |
| All | +630.6% | +436.4% | +194.2% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling