+1,460.6%
SIMO vs ACWI
+330.1%
+1,130.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.8% | -10.6% | -9.9% |
| 7D | -31.4% | -4.0% | -27.4% | -27.6% |
| 30D | -45.2% | -5.8% | -39.3% | -40.5% |
| 3M | -36.5% | -5.0% | -31.5% | -31.7% |
| 6M | -34.2% | +0.7% | -34.9% | -32.8% |
| YTD | +69.9% | +8.4% | +61.5% | +59.7% |
| 1Y | +60.4% | +10.1% | +50.3% | +48.5% |
| 3Y | +203.1% | +70.8% | +132.4% | +76.9% |
| 5Y | +145.4% | +55.4% | +90.1% | +57.3% |
| 10Y | +368.9% | +223.3% | +145.6% | +26.3% |
| All | +1,460.6% | +330.1% | +1,130.4% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling