+203.1%
SIMO vs ACGL
+35.5%
+167.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.4% |
| 7D | -31.4% | +6.4% | -37.8% | -29.3% |
| 30D | -45.2% | +16.6% | -61.8% | -41.3% |
| 3M | -36.5% | +11.6% | -48.1% | -32.8% |
| 6M | -34.2% | +17.5% | -51.6% | -29.2% |
| YTD | +69.9% | +15.3% | +54.6% | +81.9% |
| 1Y | +60.4% | +26.3% | +34.1% | +70.1% |
| All | +203.1% | +35.5% | +167.6% | +219.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling