+286.7%
SIMO vs ACI
+29.9%
+256.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +3.7% |
| 7D | -22.0% | -2.2% | -19.8% | -22.1% |
| 30D | -43.0% | +10.3% | -53.3% | -42.3% |
| 3M | -39.1% | +7.2% | -46.3% | -38.4% |
| 6M | -33.3% | -18.0% | -15.3% | -33.1% |
| YTD | +77.0% | -22.0% | +99.0% | +77.2% |
| 1Y | +73.0% | -23.4% | +96.4% | +73.3% |
| 3Y | +215.7% | -35.8% | +251.5% | +216.4% |
| 5Y | +155.6% | -43.7% | +199.3% | +153.8% |
| All | +286.7% | +29.9% | +256.8% | +270.0% |
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