+252.1%
SIMO vs ADVB
-95.9%
+348.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +42.7% | -44.9% | -3.0% |
| 7D | +14.9% | +74.2% | -59.3% | +13.5% |
| 30D | -27.0% | -35.9% | +8.9% | -27.3% |
| 3M | -25.4% | -56.4% | +31.1% | -25.7% |
| 6M | -30.3% | -36.7% | +6.5% | -30.5% |
| YTD | +95.8% | -43.3% | +139.1% | +94.0% |
| 1Y | +100.0% | -63.4% | +163.4% | +103.1% |
| All | +252.1% | -95.9% | +348.0% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling