+388.8%
SIMO vs ACWI
+224.5%
+164.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | +4.1% | +2.4% | +1.7% | +1.4% |
| 30D | -24.0% | -1.7% | -22.3% | -21.7% |
| 3M | -31.8% | -3.9% | -27.8% | -27.5% |
| 6M | -36.9% | +0.8% | -37.7% | -35.6% |
| YTD | +84.8% | +11.0% | +73.8% | +70.4% |
| 1Y | +99.0% | +13.1% | +85.9% | +80.2% |
| 3Y | +217.9% | +73.9% | +144.1% | +93.7% |
| 5Y | +171.5% | +59.0% | +112.4% | +81.0% |
| All | +388.8% | +224.5% | +164.3% | +37.7% |
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