+417.8%
SIMO vs ITOT
+289.0%
+128.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | +14.9% | +3.3% | +11.6% | +11.2% |
| 30D | -27.0% | -2.5% | -24.5% | -24.2% |
| 3M | -25.4% | -2.3% | -23.1% | -22.5% |
| 6M | -30.3% | +3.0% | -33.3% | -30.7% |
| YTD | +95.8% | +11.9% | +83.9% | +79.7% |
| 1Y | +100.0% | +12.0% | +88.0% | +83.9% |
| 3Y | +238.3% | +77.8% | +160.5% | +109.6% |
| 5Y | +187.6% | +65.0% | +122.6% | +90.4% |
| All | +417.8% | +289.0% | +128.7% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling