-34.2%
SIMO vs ACWI
+1.0%
-35.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.8% | -10.6% | -1.9% |
| 7D | -31.4% | -4.0% | -27.4% | -20.8% |
| 30D | -45.2% | -5.8% | -39.3% | -32.0% |
| 3M | -36.5% | -5.0% | -31.5% | -23.1% |
| 6M | -34.2% | +0.7% | -34.9% | -28.7% |
| All | -34.2% | +1.0% | -35.2% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling