+214.2%
ADSK vs SIMO
+557.5%
-343.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.2% |
| 7D | -10.9% | +12.5% | -23.4% | -13.1% |
| 30D | -15.9% | +18.4% | -34.3% | -19.2% |
| 3M | -4.4% | +5.6% | -10.0% | -9.6% |
| 6M | -16.6% | +116.9% | -133.6% | -37.6% |
| YTD | -28.5% | +188.4% | -216.9% | -51.6% |
| 1Y | -34.6% | +221.3% | -255.9% | -57.6% |
| 3Y | -3.5% | +438.6% | -442.0% | -48.8% |
| 5Y | -25.6% | +287.9% | -313.5% | -58.5% |
| All | +214.2% | +557.5% | -343.3% | +27.6% |
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