+1,481.4%
ADI vs SIMO
+3,332.4%
-1,850.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | -0.3% |
| 7D | +0.4% | +4.2% | -3.8% | -0.6% |
| 30D | -3.8% | +4.1% | -7.9% | -5.3% |
| 3M | -15.3% | -12.9% | -2.4% | -14.2% |
| 6M | +6.7% | +110.3% | -103.7% | -13.2% |
| YTD | +34.8% | +178.6% | -143.8% | +2.1% |
| 1Y | +49.0% | +220.0% | -171.0% | +9.1% |
| 3Y | +108.1% | +409.0% | -301.0% | +36.5% |
| 5Y | +142.4% | +277.3% | -134.9% | +63.5% |
| 10Y | +589.9% | +506.6% | +83.3% | +305.2% |
| All | +1,481.4% | +3,332.4% | -1,850.9% | +450.9% |
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