+270.1%
SIMO vs ACGL
+161.8%
+108.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +8.6% |
| 7D | +4.2% | -0.7% | +5.0% | +4.2% |
| 30D | +4.1% | -1.0% | +5.1% | +4.0% |
| 3M | -12.9% | +11.0% | -23.9% | -13.2% |
| 6M | +110.3% | -0.3% | +110.7% | +110.5% |
| YTD | +178.6% | +2.3% | +176.3% | +177.3% |
| 1Y | +220.0% | +6.4% | +213.6% | +216.2% |
| 3Y | +409.0% | +34.0% | +375.1% | +376.0% |
| All | +270.1% | +161.8% | +108.3% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling