+100.5%
SIMO vs ADVB
-76.7%
+177.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.5% | -5.0% | -9.6% |
| 7D | -16.9% | -29.5% | +12.7% | -17.1% |
| 30D | -35.4% | -66.9% | +31.5% | -36.5% |
| 3M | -31.9% | -73.7% | +41.8% | -33.1% |
| 6M | -19.3% | -64.8% | +45.5% | -17.7% |
| YTD | +98.5% | -64.0% | +162.5% | +107.4% |
| 1Y | +100.5% | -77.0% | +177.5% | +116.7% |
| All | +100.5% | -76.7% | +177.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling