+313.7%
ADP vs SIMO
+436.4%
-122.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.9% |
| 7D | +1.1% | -8.2% | +9.3% | +1.6% |
| 30D | +11.5% | -34.6% | +46.1% | +14.8% |
| 3M | +12.0% | -32.6% | +44.7% | +14.1% |
| 6M | +43.8% | -31.8% | +75.6% | +42.7% |
| YTD | +20.1% | +87.6% | -67.6% | +0.3% |
| 1Y | +22.3% | +86.7% | -64.4% | +2.1% |
| 3Y | +43.3% | +227.4% | -184.2% | +5.5% |
| 5Y | +47.3% | +173.0% | -125.6% | +7.5% |
| 10Y | +313.7% | +409.6% | -95.9% | +144.1% |
| All | +313.7% | +436.4% | -122.7% | +144.1% |
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