+465.4%
SIMO vs ITOT
+75.4%
+390.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.0% |
| 7D | +14.5% | -0.4% | +14.9% | +14.9% |
| 30D | +20.4% | -1.6% | +22.0% | +23.5% |
| 3M | +7.1% | +3.5% | +3.6% | +2.1% |
| 6M | +129.2% | +13.1% | +116.1% | +92.4% |
| YTD | +201.9% | +12.7% | +189.2% | +155.2% |
| 1Y | +235.5% | +18.3% | +217.2% | +167.0% |
| All | +465.4% | +75.4% | +390.0% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling