+384.8%
SIMO vs ACM
+155.0%
+229.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | -22.0% | +5.4% | -27.4% | -23.4% |
| 30D | -43.0% | +15.1% | -58.2% | -45.6% |
| 3M | -39.1% | -10.5% | -28.7% | -37.5% |
| 6M | -33.3% | -19.7% | -13.6% | -29.5% |
| YTD | +77.0% | -28.8% | +105.8% | +93.1% |
| 1Y | +73.0% | -47.9% | +120.9% | +110.6% |
| 3Y | +215.7% | -12.4% | +228.1% | +218.3% |
| 5Y | +155.6% | +0.6% | +155.1% | +143.7% |
| All | +384.8% | +155.0% | +229.8% | +239.6% |
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