+3,365.1%
SIMO vs ACGL
+1,953.7%
+1,411.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.5% |
| 7D | +4.2% | -0.7% | +5.0% | +4.4% |
| 30D | +4.1% | -1.0% | +5.1% | +4.4% |
| 3M | -12.9% | +11.0% | -23.9% | -18.4% |
| 6M | +110.3% | -0.3% | +110.7% | +104.6% |
| YTD | +178.6% | +2.3% | +176.3% | +166.4% |
| 1Y | +220.0% | +6.4% | +213.6% | +197.8% |
| 3Y | +409.0% | +34.0% | +375.1% | +304.0% |
| 5Y | +277.3% | +161.6% | +115.7% | +97.9% |
| 10Y | +506.6% | +278.6% | +228.0% | +120.9% |
| All | +3,365.1% | +1,953.7% | +1,411.3% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling