+281.8%
ADP vs SIMO
+514.4%
-232.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -3.0% |
| 7D | -3.4% | +4.2% | -7.7% | -3.9% |
| 30D | +2.8% | +4.1% | -1.3% | +1.9% |
| 3M | +20.9% | -12.9% | +33.8% | +20.5% |
| 6M | +29.9% | +110.3% | -80.5% | +12.1% |
| YTD | +9.6% | +178.6% | -168.9% | -10.2% |
| 1Y | -5.3% | +220.0% | -225.3% | -24.6% |
| 3Y | +16.5% | +409.0% | -392.6% | -16.5% |
| 5Y | +49.4% | +277.3% | -227.9% | +8.7% |
| All | +281.8% | +514.4% | -232.7% | +129.7% |
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 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