+1,487.2%
ADI vs SIMO
+2,080.4%
-593.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | -0.2% |
| 7D | -12.8% | -22.0% | +9.2% | -8.1% |
| 30D | -11.3% | -43.0% | +31.7% | -0.3% |
| 3M | -3.4% | -39.1% | +35.8% | +6.0% |
| 6M | -12.0% | -33.3% | +21.3% | -6.6% |
| YTD | +35.3% | +77.0% | -41.7% | +12.1% |
| 1Y | +58.1% | +73.0% | -14.9% | +31.6% |
| 3Y | +127.4% | +215.7% | -88.4% | +64.0% |
| 5Y | +114.6% | +155.6% | -41.0% | +56.3% |
| 10Y | +589.3% | +388.4% | +201.0% | +326.4% |
| All | +1,487.2% | +2,080.4% | -593.3% | +504.7% |
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