+259.5%
ADSK vs SIMO
+394.4%
-134.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.8% |
| 7D | +1.0% | +4.1% | -3.1% | +0.3% |
| 30D | +14.4% | -24.0% | +38.4% | +17.8% |
| 3M | +2.5% | -31.8% | +34.3% | +5.7% |
| 6M | +14.5% | -36.9% | +51.3% | +14.4% |
| YTD | -10.7% | +84.8% | -95.5% | -37.0% |
| 1Y | -11.0% | +99.0% | -110.0% | -38.8% |
| 3Y | +25.9% | +217.9% | -192.1% | -28.9% |
| 5Y | -19.7% | +171.5% | -191.2% | -55.1% |
| All | +259.5% | +394.4% | -134.9% | +41.3% |
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