+100.5%
SIMO vs ITOT
+14.7%
+85.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.5% | -11.1% | -13.2% |
| 7D | -16.9% | -0.7% | -16.2% | -15.5% |
| 30D | -35.4% | -1.1% | -34.3% | -33.1% |
| 3M | -31.9% | -0.8% | -31.1% | -29.8% |
| 6M | -19.3% | +7.0% | -26.3% | -27.1% |
| YTD | +98.5% | +13.3% | +85.1% | +63.0% |
| 1Y | +100.5% | +14.8% | +85.7% | +60.2% |
| All | +100.5% | +14.7% | +85.8% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling