+3,365.1%
SIMO vs ITOT
+818.1%
+2,546.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +9.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +4.1% | 0.0% | +4.1% | +4.0% |
| 3M | -12.9% | +2.0% | -14.8% | -13.8% |
| 6M | +110.3% | +13.0% | +97.3% | +85.2% |
| YTD | +178.6% | +14.0% | +164.6% | +143.3% |
| 1Y | +220.0% | +19.9% | +200.1% | +166.1% |
| 3Y | +409.0% | +75.8% | +333.2% | +181.5% |
| 5Y | +277.3% | +73.8% | +203.5% | +106.1% |
| 10Y | +506.6% | +295.9% | +210.7% | +19.5% |
| All | +3,365.1% | +818.1% | +2,546.9% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling