+407.5%
SIMO vs ACM
+133.7%
+273.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -16.0% | +6.6% | -22.6% | -17.7% |
| 30D | -35.8% | +19.8% | -55.5% | -39.4% |
| 3M | -26.5% | -3.1% | -23.3% | -26.4% |
| 6M | -33.0% | -11.5% | -21.5% | -31.4% |
| YTD | +84.3% | -24.7% | +109.0% | +97.9% |
| 1Y | +82.0% | -45.1% | +127.0% | +118.7% |
| 3Y | +218.5% | -8.9% | +227.4% | +217.4% |
| 5Y | +175.0% | +5.4% | +169.6% | +158.0% |
| 10Y | +407.5% | +131.1% | +276.4% | +248.4% |
| All | +407.5% | +133.7% | +273.8% | +248.4% |
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