+384.8%
SIMO vs ACWI
+219.0%
+165.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -22.0% | -2.4% | -19.6% | -19.5% |
| 30D | -43.0% | -5.2% | -37.9% | -38.8% |
| 3M | -39.1% | -4.8% | -34.3% | -34.7% |
| 6M | -33.3% | -1.3% | -32.0% | -30.3% |
| YTD | +77.0% | +8.4% | +68.6% | +67.5% |
| 1Y | +73.0% | +11.0% | +62.0% | +59.9% |
| 3Y | +215.7% | +70.6% | +145.2% | +96.7% |
| 5Y | +155.6% | +55.3% | +100.3% | +75.0% |
| All | +384.8% | +219.0% | +165.8% | +49.7% |
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