+1,418.7%
ADP vs SIMO
+2,080.4%
-661.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.6% |
| 7D | +3.2% | -22.0% | +25.2% | +5.4% |
| 30D | +14.9% | -43.0% | +58.0% | +20.4% |
| 3M | +11.6% | -39.1% | +50.8% | +15.2% |
| 6M | +48.5% | -33.3% | +81.7% | +48.6% |
| YTD | +20.6% | +77.0% | -56.4% | +5.8% |
| 1Y | +23.7% | +73.0% | -49.3% | +8.7% |
| 3Y | +47.8% | +215.7% | -167.9% | +18.2% |
| 5Y | +47.7% | +155.6% | -107.9% | +18.4% |
| 10Y | +324.0% | +388.4% | -64.4% | +204.0% |
| All | +1,418.7% | +2,080.4% | -661.7% | +667.1% |
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 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