+270.1%
SIMO vs ACI
-42.9%
+313.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.7% |
| 7D | +4.2% | +0.2% | +4.1% | +4.3% |
| 30D | +4.1% | +5.9% | -1.8% | +4.6% |
| 3M | -12.9% | -19.8% | +6.9% | -13.5% |
| 6M | +110.3% | -24.7% | +135.1% | +108.5% |
| YTD | +178.6% | -24.4% | +203.0% | +176.3% |
| 1Y | +220.0% | -31.5% | +251.5% | +218.3% |
| 3Y | +409.0% | -38.7% | +447.7% | +406.7% |
| All | +270.1% | -42.9% | +313.0% | +257.1% |
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