+232.4%
SIMO vs ADVB
-96.8%
+329.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.6% | +18.0% | -5.1% |
| 7D | +4.1% | +27.8% | -23.7% | +3.5% |
| 30D | -24.0% | -50.8% | +26.8% | -23.9% |
| 3M | -31.8% | -70.5% | +38.7% | -31.6% |
| 6M | -36.9% | -46.7% | +9.9% | -37.0% |
| YTD | +84.8% | -56.7% | +141.5% | +84.1% |
| 1Y | +99.0% | -71.8% | +170.8% | +103.0% |
| All | +232.4% | -96.8% | +329.2% | +348.6% |
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