+384.8%
SIMO vs ACGL
+337.7%
+47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.1% | +4.7% |
| 7D | -22.0% | +0.9% | -22.9% | -22.2% |
| 30D | -43.0% | +13.7% | -56.8% | -44.6% |
| 3M | -39.1% | +8.0% | -47.2% | -40.4% |
| 6M | -33.3% | +13.3% | -46.6% | -35.9% |
| YTD | +77.0% | +11.8% | +65.1% | +69.2% |
| 1Y | +73.0% | +22.2% | +50.8% | +60.9% |
| 3Y | +215.7% | +32.5% | +183.2% | +180.1% |
| 5Y | +155.6% | +160.2% | -4.6% | +75.9% |
| All | +384.8% | +337.7% | +47.1% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling