+434.6%
SIMO vs ACGL
+329.5%
+105.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.6% | +8.7% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -25.4% | +12.4% | -37.8% | -27.2% |
| 3M | -17.8% | +11.1% | -28.9% | -19.8% |
| 6M | -29.6% | +16.3% | -45.9% | -32.7% |
| YTD | +100.3% | +13.8% | +86.5% | +90.9% |
| 1Y | +100.4% | +20.4% | +80.0% | +87.7% |
| 3Y | +246.1% | +33.6% | +212.5% | +207.1% |
| 5Y | +189.8% | +176.8% | +13.0% | +95.6% |
| 10Y | +434.6% | +324.6% | +110.0% | +228.5% |
| All | +434.6% | +329.5% | +105.1% | +228.5% |
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