+218.5%
SIMO vs ACM
-7.4%
+225.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -16.0% | +6.6% | -22.6% | -17.2% |
| 30D | -35.8% | +19.8% | -55.5% | -38.3% |
| 3M | -26.5% | -3.1% | -23.3% | -25.7% |
| 6M | -33.0% | -11.5% | -21.5% | -30.4% |
| YTD | +84.3% | -24.7% | +109.0% | +100.2% |
| 1Y | +82.0% | -45.1% | +127.0% | +130.3% |
| 3Y | +218.5% | -8.9% | +227.4% | +231.1% |
| All | +218.5% | -7.4% | +225.9% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling