+270.1%
SIMO vs ACM
+5.0%
+265.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | -3.7% | +8.0% | +5.5% |
| 30D | +4.1% | -11.1% | +15.2% | +7.8% |
| 3M | -12.9% | -8.0% | -4.9% | -11.3% |
| 6M | +110.3% | -29.7% | +140.0% | +136.5% |
| YTD | +178.6% | -29.4% | +207.9% | +208.7% |
| 1Y | +220.0% | -46.4% | +266.4% | +300.0% |
| 3Y | +409.0% | -22.3% | +431.4% | +436.5% |
| All | +270.1% | +5.0% | +265.1% | +244.0% |
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