+515.5%
SIMO vs ACWI
+228.2%
+287.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +0.5% | +3.7% | +3.6% |
| 30D | +4.1% | +0.9% | +3.2% | +3.1% |
| 3M | -12.9% | +2.4% | -15.3% | -14.0% |
| 6M | +110.3% | +12.4% | +98.0% | +87.9% |
| YTD | +178.6% | +15.2% | +163.4% | +142.8% |
| 1Y | +220.0% | +22.7% | +197.3% | +162.9% |
| 3Y | +409.0% | +75.8% | +333.3% | +200.5% |
| 5Y | +277.3% | +67.7% | +209.6% | +133.7% |
| All | +515.5% | +228.2% | +287.2% | +87.6% |
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