+407.5%
SIMO vs ACWI
+220.7%
+186.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.2% |
| 7D | -16.0% | -0.2% | -15.9% | -15.6% |
| 30D | -35.8% | -3.3% | -32.5% | -32.5% |
| 3M | -26.5% | -3.4% | -23.1% | -22.4% |
| 6M | -33.0% | +0.8% | -33.8% | -31.7% |
| YTD | +84.3% | +10.7% | +73.6% | +70.3% |
| 1Y | +82.0% | +11.6% | +70.4% | +67.1% |
| 3Y | +218.5% | +73.4% | +145.1% | +94.6% |
| 5Y | +175.0% | +60.2% | +114.8% | +82.0% |
| 10Y | +407.5% | +221.6% | +185.9% | +55.9% |
| All | +407.5% | +220.7% | +186.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling