+452.3%
SIMO vs ACM
-19.8%
+472.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.4% |
| 7D | +14.6% | -0.3% | +14.9% | +14.7% |
| 30D | +6.2% | -12.9% | +19.1% | +10.4% |
| 3M | +3.6% | -6.4% | +9.9% | +4.6% |
| 6M | +130.8% | -29.2% | +160.0% | +157.6% |
| YTD | +195.8% | -29.9% | +225.7% | +226.6% |
| 1Y | +225.0% | -47.3% | +272.3% | +310.7% |
| 3Y | +452.3% | -19.6% | +471.9% | +484.9% |
| All | +452.3% | -19.8% | +472.1% | +484.9% |
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