+7.0%
ACN vs SIMO
+80.3%
-73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.0% | -1.2% |
| 7D | -2.5% | -8.5% | +5.9% | -3.7% |
| 30D | +22.6% | -34.8% | +57.5% | +14.6% |
| 3M | +45.9% | -32.8% | +78.8% | +38.9% |
| 6M | +43.8% | -32.0% | +75.9% | +37.8% |
| YTD | -2.5% | +87.0% | -89.5% | -8.8% |
| All | +7.0% | +80.3% | -73.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling