+170.0%
SIMO vs ACI
-42.9%
+212.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.7% |
| 7D | +4.1% | +2.3% | +1.8% | +4.6% |
| 30D | -24.0% | +1.2% | -25.2% | -23.5% |
| 3M | -31.8% | +6.8% | -38.6% | -30.5% |
| 6M | -36.9% | -18.7% | -18.2% | -36.4% |
| YTD | +84.8% | -20.2% | +105.0% | +86.1% |
| 1Y | +99.0% | -23.7% | +122.7% | +100.6% |
| 3Y | +217.9% | -31.6% | +249.6% | +221.0% |
| All | +170.0% | -42.9% | +212.9% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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