+203.1%
SIMO vs ACWI
+70.4%
+132.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.8% | -10.6% | -7.0% |
| 7D | -31.4% | -4.0% | -27.4% | -25.3% |
| 30D | -45.2% | -5.8% | -39.3% | -37.6% |
| 3M | -36.5% | -5.0% | -31.5% | -28.7% |
| 6M | -34.2% | +0.7% | -34.9% | -31.9% |
| YTD | +69.9% | +8.4% | +61.5% | +55.2% |
| 1Y | +60.4% | +10.1% | +50.3% | +43.1% |
| All | +203.1% | +70.4% | +132.7% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling