+170.0%
SIMO vs ACM
+1.1%
+168.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +4.1% | +5.6% | -1.5% | +2.4% |
| 30D | -24.0% | +20.8% | -44.8% | -28.2% |
| 3M | -31.8% | +11.4% | -43.2% | -34.4% |
| 6M | -36.9% | +0.9% | -37.8% | -37.9% |
| YTD | +84.8% | -24.8% | +109.6% | +101.0% |
| 1Y | +99.0% | -46.4% | +145.4% | +152.2% |
| 3Y | +217.9% | -9.2% | +227.2% | +215.1% |
| All | +170.0% | +1.1% | +168.9% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling