+1,513.4%
SIMO vs ACM
+230.8%
+1,282.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.9% |
| 7D | +4.2% | -3.7% | +8.0% | +5.9% |
| 30D | +4.1% | -11.1% | +15.2% | +8.6% |
| 3M | -12.9% | -8.0% | -4.9% | -11.1% |
| 6M | +110.3% | -29.7% | +140.0% | +140.3% |
| YTD | +178.6% | -29.4% | +207.9% | +213.6% |
| 1Y | +220.0% | -46.4% | +266.4% | +306.4% |
| 3Y | +409.0% | -22.3% | +431.4% | +441.2% |
| 5Y | +277.3% | +4.5% | +272.8% | +244.4% |
| 10Y | +506.6% | +127.6% | +379.0% | +243.8% |
| All | +1,513.4% | +230.8% | +1,282.7% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling