+319.9%
ADP vs SIMO
+394.4%
-74.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.1% |
| 7D | +2.2% | +4.1% | -1.9% | +1.8% |
| 30D | +10.6% | -24.0% | +34.5% | +12.3% |
| 3M | +12.9% | -31.8% | +44.7% | +14.8% |
| 6M | +50.6% | -36.9% | +87.5% | +51.0% |
| YTD | +23.2% | +84.8% | -61.6% | +3.0% |
| 1Y | +25.3% | +99.0% | -73.7% | +3.3% |
| 3Y | +47.1% | +217.9% | -170.8% | +8.6% |
| 5Y | +50.1% | +171.5% | -121.4% | +9.3% |
| All | +319.9% | +394.4% | -74.5% | +147.8% |
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