-39.5%
ACN vs SIMO
+418.6%
-458.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.0% | -2.9% |
| 7D | -1.5% | +4.2% | -5.8% | -1.3% |
| 30D | +9.4% | +4.1% | +5.3% | +9.7% |
| 3M | +5.6% | -12.9% | +18.5% | +5.9% |
| 6M | -9.3% | +110.3% | -119.6% | -16.5% |
| YTD | -29.0% | +178.6% | -207.5% | -38.4% |
| 1Y | -24.7% | +220.0% | -244.7% | -36.5% |
| All | -39.5% | +418.6% | -458.1% | -58.3% |
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