+100.5%
SIMO vs ACGL
+28.7%
+71.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.7% | -12.3% | -4.5% |
| 7D | -16.9% | +8.0% | -24.9% | -3.0% |
| 30D | -35.4% | +17.3% | -52.7% | -11.4% |
| 3M | -31.9% | +11.2% | -43.1% | -13.6% |
| 6M | -19.3% | +18.2% | -37.5% | +17.3% |
| YTD | +98.5% | +15.4% | +83.1% | +176.5% |
| 1Y | +100.5% | +26.5% | +74.0% | +204.8% |
| All | +100.5% | +28.7% | +71.8% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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