+100.5%
SIMO vs ACM
-46.6%
+147.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -9.5% |
| 7D | -16.9% | +9.5% | -26.4% | -16.6% |
| 30D | -35.4% | +14.7% | -50.1% | -35.1% |
| 3M | -31.9% | -9.5% | -22.4% | -30.5% |
| 6M | -19.3% | -18.0% | -1.3% | -15.4% |
| YTD | +98.5% | -27.3% | +125.7% | +107.3% |
| 1Y | +100.5% | -47.0% | +147.5% | +126.2% |
| All | +100.5% | -46.6% | +147.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling