+73.0%
SIMO vs ACGL
+22.6%
+50.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.1% | -1.4% |
| 7D | -22.0% | +0.9% | -22.9% | -19.8% |
| 30D | -43.0% | +13.7% | -56.8% | -26.2% |
| 3M | -39.1% | +8.0% | -47.2% | -26.8% |
| 6M | -33.3% | +13.3% | -46.6% | -9.8% |
| YTD | +77.0% | +11.8% | +65.1% | +132.7% |
| 1Y | +73.0% | +22.2% | +50.8% | +146.0% |
| All | +73.0% | +22.6% | +50.4% | +146.0% |
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