-16.0%
ACN vs SIMO
+240.7%
-256.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.7% |
| 7D | -5.7% | +14.9% | -20.6% | -4.5% |
| 30D | +17.0% | -27.0% | +44.0% | +14.9% |
| 3M | +39.9% | -25.4% | +65.2% | +37.7% |
| 6M | +50.2% | -30.3% | +80.5% | +46.3% |
| YTD | -4.2% | +95.8% | -99.9% | -17.7% |
| 1Y | +4.3% | +100.0% | -95.7% | -10.9% |
| All | -16.0% | +240.7% | -256.7% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling