+388.8%
SIMO vs ACM
+132.6%
+256.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +4.1% | +5.6% | -1.5% | +2.3% |
| 30D | -24.0% | +20.8% | -44.8% | -28.7% |
| 3M | -31.8% | +11.4% | -43.2% | -34.7% |
| 6M | -36.9% | +0.9% | -37.8% | -38.2% |
| YTD | +84.8% | -24.8% | +109.6% | +98.7% |
| 1Y | +99.0% | -46.4% | +145.4% | +142.4% |
| 3Y | +217.9% | -9.2% | +227.2% | +216.9% |
| 5Y | +171.5% | +5.0% | +166.5% | +154.2% |
| All | +388.8% | +132.6% | +256.2% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling