+287.9%
SIMO vs ITOT
+71.8%
+216.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -3.7% |
| 7D | +12.5% | -2.0% | +14.6% | +15.1% |
| 30D | +18.4% | -2.0% | +20.4% | +21.1% |
| 3M | +5.6% | +4.5% | +1.1% | +1.2% |
| 6M | +116.9% | +12.6% | +104.3% | +93.3% |
| YTD | +188.4% | +12.0% | +176.4% | +159.0% |
| 1Y | +221.3% | +17.3% | +204.0% | +177.6% |
| 3Y | +438.6% | +75.2% | +363.3% | +241.3% |
| 5Y | +287.9% | +74.0% | +213.9% | +162.2% |
| All | +287.9% | +71.8% | +216.1% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling