+205.6%
SIMO vs ADVB
-97.6%
+303.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.5% | -4.9% | -14.2% |
| 7D | -31.4% | -28.0% | -3.4% | -31.0% |
| 30D | -45.2% | -70.2% | +25.1% | -44.7% |
| 3M | -36.5% | -76.1% | +39.6% | -35.9% |
| 6M | -34.2% | -72.3% | +38.1% | -33.2% |
| YTD | +69.9% | -67.5% | +137.4% | +70.4% |
| 1Y | +60.4% | -78.6% | +139.0% | +64.6% |
| All | +205.6% | -97.6% | +303.2% | +315.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling