+215.7%
SIMO vs ACM
-12.3%
+228.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.1% |
| 7D | -22.0% | +5.4% | -27.4% | -22.9% |
| 30D | -43.0% | +15.1% | -58.2% | -44.9% |
| 3M | -39.1% | -10.5% | -28.7% | -37.3% |
| 6M | -33.3% | -19.7% | -13.6% | -28.7% |
| YTD | +77.0% | -28.8% | +105.8% | +94.6% |
| 1Y | +73.0% | -47.9% | +120.9% | +120.9% |
| 3Y | +215.7% | -12.4% | +228.1% | +231.8% |
| All | +215.7% | -12.3% | +228.0% | +231.8% |
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