+99.0%
SIMO vs ACGL
+19.1%
+79.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.0% |
| 7D | +4.1% | +2.2% | +1.9% | +8.3% |
| 30D | -24.0% | +12.3% | -36.3% | -4.1% |
| 3M | -31.8% | +11.8% | -43.6% | -12.7% |
| 6M | -36.9% | +17.5% | -54.3% | -9.6% |
| YTD | +84.8% | +14.3% | +70.6% | +151.3% |
| 1Y | +99.0% | +18.2% | +80.8% | +175.4% |
| All | +99.0% | +19.1% | +79.8% | +175.4% |
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