+508.8%
SIMO vs ACI
+25.9%
+482.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -12.9% | -19.8% | +6.9% | -13.4% |
| 6M | +110.3% | -24.7% | +135.1% | +108.7% |
| YTD | +178.6% | -24.4% | +203.0% | +176.6% |
| 1Y | +220.0% | -31.5% | +251.5% | +218.1% |
| 3Y | +409.0% | -38.7% | +447.7% | +405.8% |
| 5Y | +277.3% | -42.8% | +320.1% | +271.7% |
| All | +508.8% | +25.9% | +482.9% | +477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling